Yes there is now an update for the Galaxy mega 6.3 on AT&T this update adds support for the Galaxy gear and updates "AT&T Ready to go" software.
I went and got a galaxy gear yesterday and can verify it now works with the mega when she do the update you have to go to the Samsung Apps application and download the gear manager then just get yourself a gear sync them up and you're ready to go!
Oddly enough the phone is still 4.2.2 even though it has been said the gear only works with Android 4.3 we \now know this is not true.