Many people have problems with Wi-Fi when they get a new phone, and the Galaxy S6 is no exception. There are a lot of possible causes of a Wi-Fi problem. You may find that the connection is slow, maybe it just does not connect, or maybe it continues to descend the connection at random.
Possible solutions:
Turn your S6 and router off, and then turn them back on. Often this works, but it is rarely a permanent solution.
Go to Settings> Wifi, long press on the problematic router, then touch Forget network, and test your start up from scratch.
If you connect to 5GHz and there is a 2.4GHz option, try switching to see if it makes a difference.
Use a free application like Wifi Analyzer to make sure your channels are not too crowded. If you find that you are using a busy channel, then try to switch - It could make a big difference.
Check that the MAC filter on the router is off or add your Galaxy S6 MAC address. You should find it in Settings> Wifi> More> Advanced.
Make sure that Keep Wi-Fi during sleep is set to Always. You will find it in Settings> Wifi> More> Advanced.
Make sure the router firmware is up to date. Check with your Internet service provider or the manufacturer for updates.