Unless she's obsessed with this, I wouldn't get too upset. It sounds to me like normal childhood role play. Every little girl in my neighborhood growing up went through the "Snow White" phase, the "Mary Poppins" phase and a few other phases influenced by pop culture. We boys did the same thing, with the "Daniel Boone" phase, the "G.I. Joe" phase, etc.
Don't discourage her from fantasy time. It usually does no harm, and it sure beats the heck out of Ritalin and the other poisons that the drug companies and the FDA are shoving down our collective throats.
I didnt think I needed the sarc tag. My point was 6 years olds all pretend to be something else. Its what they do. No one in their right mind would do mermaid reassignment surgery on a 6 year old (even if it was possible) so why would you mutilate the genitals of a young child because they are playing pretend. Next week she will be a unicorn. Thats a lot of surgeries coming up!!!