Don't expect everything right away. Apple warns that it can take up to a week to prepare the downloads, and certain content (like your iCloud Drive files and photos) could take a while to download. You have the option of choosing smaller download chunks if necessary. You'll also want to act on the download soon after it's available, as Apple will purge it after two weeks.

If you're in another part of the world, you can still ask for corrections, temporarily deactivate your account or delete it entirely. There aren't any shockers in the data set (virtually all of it is information you voluntarily submitted), but it's good to know you can review that data to be sure there's nothing alarming inside.