I think you just have to let it finish downloading. Try exiting the game and then starting it again if you're truly stuck, but look for a meter or % complete first.
Actually, it sounds like you aren't clicking the button at the bottom of the screen. The new tutorial has one of those new loading screens seen in the Signature Story Arcs that has the button you have to press (in the middle-lower portion of the screen) that lets you enter the tutorial.
At least, that sounds like the problem you are facing, OP.
The new downloader seems to get 'stuck' after it finishes loading a Stage. Close out of the downloader, and restart it, and see if that works.
Let me never fall into the vulgar mistake of dreaming that I am persecuted whenever I am contradicted.
~Ralph Waldo Emerson
"I was just the one with the most unsolicited sombrero." - Traegus
It seems that after I create a hero, nothing happens. The stage 3 meter reaches 100%,but nothing happens after that.