it keeps saying "connecting"

i just created ny first chracter and it brings me to a screen where im downloading something. it shows that mb are being downloaded but about every 7 seconds all those #'s are replaced and it says connecting for about 5 seconds and then goes back to the old #'s. however it does still have the same amount of mb in there so it didnt erase wat i downloaded. but the bar 2 show progress hasnt moved?