A day one patch for the Wii U adds many elements of its online functionality through the Nintendo Network, including the Miiverse that serves as the heart of its social features. The prompt comes up automatically during the set-up process, but be careful: interrupting it could turn your shiny new Wii U into a very expensive paperweight.
Ars Technica reports that consoles that lose power during the install have been bricked. Most users are reporting that a power interruption is to blame, though some claim that the problem can be caused by an Internet outage as well.
The download is reportedly 5 GB and, depending on your connection speed, can take roughly an hour to download and install. Obviously, you shouldn't yank the plug in the middle of the download, but if something happens beyond your control you can contact Nintendo's customer service. Affected consoles should be covered by the warranty.
For more details on the Wii U, check out our review.