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While fifth-generation (5G) communications are being rolled out worldwide, sixth-generation (6G) communications have attracted much attention from both the industry and the academia. Compared with 5G, 6G will have a wider frequency band, higher transmission rate, spectrum efficiency, greater connection capacity, shorter delay, broader coverage, and more robust anti-interference capability to satisfy various network requirements. This survey presents an insightful understanding of 6G wireless communications by introducing requirements, features, critical technologies, challenges, and applications. First, we give an overview of 6G from perspectives of technologies, security and privacy, and applications. Subsequently, we introduce various 6G technologies and their existing challenges in detail, e.g., artificial intelligence (AI), intelligent surfaces, THz, space-air-ground-sea integrated network, cell-free massive MIMO, etc. Because of these technologies, 6G is expected to outperform existing wireless communication systems regarding the transmission rate, latency, global coverage, etc. Next, we discuss security and privacy techniques that can be applied to protect data in 6G. Since edge devices are expected to gain popularity soon, the vast amount of generated data and frequent data exchange make the leakage of data easily. Finally, we predict real-world applications built on the technologies and features of 6G; for example, smart healthcare, smart city, and smart manufacturing will be implemented by taking advantage of AI.