If you are going to load it and then immediately shoot it, you may as well load up all 6.
If you are going to carry the firearm anywhere while loaded, it's probably safest to leave the hammer on an empty chamber.
The problem is that all revolvers of this era with the hammer down the hammer face is resting on the nipple (or cap, if the chamber is loaded). Since the hammer spur is exposed, if the spur is hit, such as by dropping the firearm, then the hammer can strike the primer and make the gun go off.
Some revolvers have pins in between the cylinders that engage a notch in the hammer face. This allows you to carry the firearm with the hammer down on a pin in between chambers, minimizing the chance that the cylinder can turn under the hammer and allow a cap to get under the lowered hammer.