It would be best to ensure that this particular update is downloaded via Wi-Fi, and while you are at it, also do make sure that your phone remains fully charged, or at the very least, has half of its battery full. After all, the download of the update would take up close to 1.5GB of space, and after applying the update, you can then go ahead to enjoy the slew of well-documented features as well as functions of the latest Marshmallow update.
For those who cannot wait for the Over The Air (OTA) update and would want to do things manually, then you can always take the old tried and tested route of heading over to Settings –> About device on your handset and check for updates.