If you have multiple apps that can perform the same function on your Android device, you'll be prompted to pick which one you want to use when you tap on a shortcut.
For instance, if you have another Web browser -- like Dolphin -- installed on your device, each time you tap on a link you'll be asked if you want to use the stock browser or Dolphin. Inof Android, if you accidentally tapped "Always" and later changed your mind, you could head to the app info and press the Clear defaults button.
This button still exists, but for the browser, phone and SMS apps on Marshmallow, it will not clear the default setting. Instead, you'll need to use the new, dedicated default app manager. Here's where to find it:
Step 1: Head to Settings and then tap on Apps or Applications.
Step 2: Tap the cog wheel in the top right corner, then choose Default apps from the menu.
Step 3: In this example, you'll see that Dolphin is set as the default browser app. Just tap on the setting, and choose the new default app for this action.
Note: The options for the phone dialer and SMS apps are not present because this screenshot was taken on a tablet.
Unfortunately, using this new menu to select a default browser, phone dialer, or SMS client is the same as tapping always from the pop-up. If you want to gain access to the pop-up again for these specific apps, you'll need to disable/uninstall the default app, or install a new app with the same function.
Check out CNET's guide to Android 6.0 Marshmallow for more information on the newest features.