The Mane 6 are the 6 main characters of this show, however the wordgame with "mane" has been evidently created by the Bronies, see Brony.
Their names: Twilight Sparkle, Rainbow Dash, Rarity, Applejack, Pinkie Pie, Fluttershy.
Brony 2: Pinkie Pie, of course!
Brony 3: Well, mine's Rainbow Dash.
Main is spelt as Mane because most names in My Little Pony are a play on words with relation to ponies or horses. So the word mane is used not only to describe the 6 main characters of the show but also is the hair on the heads and back of the necks of ponies/horses.
Person 1: "So who is your favourite pony in MLP:FiM?"
Person 2: "I don't have a favourite; I love the mane 6!"