I had a Samsung Galaxy Edge 6 and had no issues setting anything up when I got it, switched to a Samsung Galaxy 6 that I think shipped from China or something. Multimedia messages aren't downloading whether or not I'm on wifi. Also things that need to use wifi or data only works on wifi. So no Google Maps on the road. No Spotify in the car. No emails come in unless I'm connected to wifi, etc. It's an older version of Android. I see that my old phone was 70 and this is 5.1.1. Old phone used to popup telling me to update my phone all the time. New phone hasn't done that yet.
It is important to make sure you have the most up to date software for your device to ensure everything is functioning as it should. Please see the link for additional information on updates for your Samsung Galaxy S6.