Lumia 820 ATT--cannot update to Cyan

Does your phone have the Developer's Preview? If so, you'll have to use the Nokia Software Recovery Tool (available here: FAQ - How can I recover/reset/restore my phone software? - Nokia - USA ) to install the firmware that way. When I attempted to revert back to 8.0 on my wife's 920, it downloaded the 8.1/Cyan firmware update. Just make sure that you have backup turned on, and I took screenshots of my start screen to ensure that everything was set back to my liking.
 
Do you have an AT&T SIM in?

If you are running unlocked, try taking out the competitors SIM.

​Also you will want to be on WiFi as the update is over the amount needed to force WiFi only download.