This one usually shows up, and isn’t a problem:
This is the one to watch out for.
It means either something went wrong during the download, or you’re using a custom recovery system such as TWRP (in some cases when you root the phone).
If you’re using TWRP, take a look here.
If you’re not, try again to see if it works this time around. If it doesn’t, you could try installing the update manually.