The biggest new feature in 0.6 is layers. They're entirely hotkey driven, which may seem strange, but it actually works really well. The hotkeys are well chosen (for example, PageUp/PageDown to switch layers), and the layers concept is kept extremely simple.
Support for layers implies adding support for a file format that can store layers. MyPaint has gone with the OpenRaster format, which seems pretty nice. It's basically an archive of XML and various binary files (such as PNG files).
Aside from layers there have been some improvements in the undo and saving features. Undo is now blazing fast, just like one would expect it to be. And there are more options for saving, the best one being the scratch-save feature.
Scratch-save saves the current painting to a unique file. Each subsequent scratch-save creates a new unique file. This is great for saving stages of your paintings as you go, or just quickly saving backup files in case something horrible happens.
And as always, MyPaint sports an awesomely minimalistic interface as well as an infinite canvas and a super-flexible procedural brush system. You can read more on the MyPaint website.
At the moment MyPaint 0.6 doesn't have any binaries released, so you'll have to compile it from source. But it's worth it!