"Those who have played through a few Seasons know there has been no shortage of gold, gear, or Paragon levels to earn. So what happens to all that hard earned progress when a Season ends? In short, you get to keep just about all of it.
Seasonal heroes will be converted to either non-Seasonal Normal or Hardcore mode heroes, as appropriate. There's no need to delete any characters to make room for them; your Seasonal heroes will continue to use the same slot they currently occupy in your roster after the rollover. You’ll also be able to use Season Rebirth to convert any non-seasonal character into a Seasonal, level-one character once the next Season begins.
Any gold you earn during the Season will transfer to your non-Seasonal heroes.
Good news for people that want to keep playing those characters! Blizzard hasn't revealed much about Season 6 yet but if it's anything like 5, there should be some incredible armor sets and pets to unlock!