What am I missing here
 

I have a 6W, 3V dynamo, a 2.4W halogen headlight, and a 0.6W tail light. I have hooked them up in series. Whenever the tail light is in the circuit, the headlight does not work (but the tail light does).

Should I have wired them in parallel???

You're missing the fact that lights are often grounded to the frame. Try flipping your connections.

They should be wired parallel.

In series, the .6W is acting like a resistor & preventing the 2.4W bulb from getting enough current to light.

In parallel, the resistance of the .6W bulb keeps its current draw low, so there is more available for the 2.4W bulb.

Parallel. A .6 watt taillight at 6 volts is only allowing .6/6 = .1 amps to pass. That's not enough to even make the headlight glow faintly. If you wire them in parallel instead, they'll each draw whatever they like.

Even if they were rated the same, by putting them in series, you're only giving 3 volts to each light.

Thanks.