OSX Yosemite Failed Download
You do not have to just wait, you can see what is it doing.

From the Mac App Store, click on the “Purchases” tab to see the active list
Locate the app(s) you are downloading that you want to check


This will show you the download progress bar, the total downloaded out of the total download size, and an estimation of time remaining until the app has completed downloading and is ready for use.

Meanwhile you can clean the temporary download:

Run this command on the terminal: open $TMPDIR../C/ ... 

It will open up Finder in a specific folder, you select com.apple.appstore and delete this folder.