Outstanding post! Very well said.This is a prime example of how parents can use situations like this as a teaching tool for life.
Crying and disapointment? That is totally understandable, he's 6. However, it is then you should explain to him that:
a) not everyone was going to get picked (there are circles on the floor in front of the stage to mark how many children will be picked and its obvious that there are less circles than kids raising their hands)
b) suggest (as someone here did) that there is another show at another time, try again
c) and maybe as last resort, distract with another attraction/character/or whatever kid likes.
I totally understand your own disappointment for your child. You don't want to see him crying, of course! As far as him not thinking he has "the force" you could have said something like every child has "the force" just not all can be chosen for that particular training...then say you will go to the next show time.
And before you say to me "you obviously don't have children" I actually do. I have a boy, 9 and oh wow..guess what? This exact scenario happened to me as well when he was around 6. However, I did the things I suggested above and all was well. Actually, I made sure to stick around to get a photo with Storm Troopers that come out for photo ops. This cheered him up immensly (my kid loves Star Wars to).