Is there any limit that we can only create max 6000 mqtt things in a given TWX server?
please check Composer > Browse > Subsystems > LicensingSubsystem > GetCurrentLicenseInfo > twx_things > AvailableFeatureCount
Is there some reason you're asking? This should only be a problem if your contract limits the number of assets. Refer to the response from @M4RC for determining the number of things allowed.
First, you can check your license limitation as mentioned in another comment.
If it is more than 6000 you can check by yourself using the following script. If the output is the same as the thingcreated then it should work well to create 6000 MQTT things on ThingWorx. You need to set up your own MQTT broker first.