What are you trying to install? Insider preview or the release version, 10586.xxx
Are you on wifi? Due to size of download, it wont do anything until you have wifi connection. Have you soft reset and tried again?
These are a couple of suggestions that have come up in the forums, which you could be a member of. This would allow access to many fixes, workarounds and other users experiences. The 950 has it's very own thread, full of information and tips to get the best from your device.