"Data is available for the next patch. Download will start after you exit World of Warcraft."

I'm getting this message on the start screen. But after exiting no download started. Just wondering if there is a problem and not getting the download or if the message is an error. Thanks in advance.

No, there is a small pre-patch, it's not in error.

I wouldn't worry too much if it doesn't start right away, there is considerable time before those files are actually going to be necessary.