I saw in some videos about the setting up of the PS4 that you need an update to continue halfway the installion. But here's the scaaaaary part: sometimes you see in the video that the network cannot be found... Will it happen to me too or isn't it worthy to freak out about that?
You wont know until you try, simply connect the PS4 to the internet and it will download and update. If something happens to interrupt that you can try again with no harm been done to the PS4.
Enjoy! the PS4 is the only current gen console i've not played on yet. Everyone i know has the Xbox One or Wii U, or was disappointed with both the Xbox One and PS4 so went back to PC gaming!