I'm currently having Android Lollipop and wanting to flash a Android 6.0 ROM. Would that brick my phone?
Regarding your first question. In order to flash a rom with higher Android version you need to
make sure the rom is for your device
flash new bootloader
flash new radio
Note: i recommend upgrading Android version with the OTA update from your OEM (Samsung, HTC, ... etc) because you cannot mess up. And then flashing the rom.
Then follow the usual steps for flashing any rom which are
make sure rom can be flashed on your device
wipe (optionally not including internal storage)
flash gapps if not included in rom
And if you want Root
find a SuperSU version that your ROM supports
reboot to recovery
flash SuperSU zip
IMPORTANT : after flashing twrp may ask you to root your device Select NO
Note: you know that a rom can be flashed on your device only if your device's codename is in the name of the zip file. For example : paranoidandroid6.0.1_hammerhead.zip Here hammerhead is the device codename , specifically nexus 5.
Make sure to research before doing anything.