Jill,
European banks use 6-digit PIN's. I have a 6-digit PIN on one of my cards and a 4-digit on the other, and one code starts with a '0'. I have never had problems with any of them anywhere I have tried them.
I strongly suspect this is either ancient history, or just an Urban Myth.
Now, it could just possibly be that there is some difference between North American cards and European cards so that North American cards only work in European machines if they have 4-digits, but I doubt it.
But, since you can't prove a negative, I guess many people change to a 4-digit PIN to be safe.
1) Has anybody ever seen anything on a bank or card issuer site confirming this (not just hearsay on a travel blog)?
2) If anybody from the website owners is reading this (Laura?), I suggest you do a bit of research for your next guide book. Set one of your cards to 6-digits, and try it in every country you visit. Then publish the result on the money tips page ( https://www.ricksteves.com/travel-tips/money/cash-machine-atm-tips ) and in your guidebooks. You would be doing everybody a service.