Is it the dialog where you are asked to create a new catalog or choose a different catalog?
If yes, you can start by creating a new catalog in any suitable location on your drive (default is Pictures folder)
In case it is some other dialog, can you please give more details about the dialog (post a snapshot?)
I upgraded my Creative Cloud to Lightroom 6. When I try to open Lightroom I get a Lightroom Catalogue Window that I can't get out of. How can I start Lightroom without this catalogue window opening?/
Not sure what you mean by "I upgraded my creative cloud to Lightroom 6".
LR 6 is the stand alone version of LR CC 2015.
Have you ever used LR before?
Do you have a LR catalog from a previous version of LR like LR 4 or LR 5?
Please post a screen shot of the window that comes up when you open LR.