Arduino Mega not receiving data from Neo-6M
Not all pins on the Mega support software serial, have a read below:

https://www.arduino.cc/en/Reference/SoftwareSerial

Pins 18 / 19 are actually hardware serial pins so should not need the use of software serial. 

Edit, should have noted to use hardware pins 18 / 19 you would use the constructor Serial1.begin(9600)