Show us a picture of your connections, or a schematic.
This is a 3.3V device, so you should connect the Arduino 3.3V supply (labeled 3V3) to the GPS Vcc pin. Of course, connect Arduino GND to GPS GND.
Have you connected the GPS TX pin to the Arduino pin 4 (the
RXPin variable), and the GPS RX pin to the Arduino pin 3?
Because the NEO-6M is a 3.3V device, the GPS TX pin voltage is not quite high enough for the 5V Arduino RXPin. It usually works, but you may need to do level shifting. A Level Shifting module is best, but you can also do it with a few resistors. Also, the NEO-6M can draw more current (67mA) than the Arduino 3V3 pin can supply (50mA), so you need to make sure the Arduino has a good 5V supply (not a 9V battery!). Level Shifting helps keep the current lower.
There’s a Troubleshooting page for my library, NeoGPS, that has some tips. It starts with the hardware connections and works through to program loop structure problems. There’s a diagnostic program that can help.