I have a gfi with 12 2 20 amp wire, and want to run power to my shed can i tie in 14 2 gauge wire in the load terminal for a outlet and small light
In this case, there's more than one problem to fix
I suspect you heard "conduit should be buried 6" deep" somewhere, went off to the home store, got the nearest/cheapest conduit you could, and buried it. (Either that, or someone at the home store told you "conduit should be buried 6" deep.") Unfortunately for you, that 6" rule only applies to rigid metal conduit (RMC) -- the PVC conduit you're using needs to be buried 18" deep, so you'll have to pull the wires out, dig it up, and re-trench it at the deeper depth (and add 12" lengths with couplings at each end to compensate for that).
Once you get the conduit set at the correct burial depth, you can then pull a set of 12AWG THHN/THWNs (black/white/bare) through the conduit. (Had you gotten the conduit burial right, pulling out the old wire and stuffing new wire down the conduit would have been all that was needed for a fix.)
For the next bloke: Just use another length of 12/2
You can't do what you want without making the whole circuit into a 15A circuit (which requires replacing the breaker with a 15A breaker). Just get some 12/2 and use that instead.