Many users who received their PlayStation 5 are complaining about having issues when downloading. Games are being put in a queue for download, but aren't actually downloading.
The bug has been reported by many users who have also contacted PlayStation on Twitter concerning the issue. The bug can have two outcomes: either the game is being queued for download, or you receive download error messages. Both will then ask you to check the 'Downloads' menu, but nothing will show. This bug results in games being stuck in download-limbo, where you can't download the game, nor can you cancel the current download and try to redownload it.
More and more people are reporting the bug when trying to download Call of Duty: Black Ops Cold War, although other games like Demon's Souls and Spider-Man: Remastered are not being spared from the bug. Sony has yet to give any official comment or solution regarding the issue. However, Activision has recommended players who got caught with the bug to reset their PlayStation 5 to the original factory settings. Doing so will wipe all your games and apps of your console again, so players aren't exactly happy with this solution, but it does seem to work.
Fingers crossed that Sony quickly acknowledges the issue and pushes out a patch soon that will get rid of the bug!