AT&T's Nexus 6 starts receiving Android 5.1.1 update
The Nexus 6 Android 5.1.1 update for AT&T brings firmware version LMY47Z and will offer stability improvements. It also "disables the Smart Lock feature when EAS password policy is enforced."
Since the update is being sent out on a staggered basis, you might not receive it for a few days. Your best bet is to go into settings and check for a software update. If that is too much work for you, just wait for the notification to hit your phone, make sure your battery is charged to at least 50%, and connect to a Wi-Fi network.
Having Android 5.1.1 on your Nexus 6 isn't going to change your life, but it does bring your phone one update closer to Android M, and that is an update that will change in many ways how you use your Android phone.