Two possibilities:
If your Express didn't come with a USB power adapter and you're using one you had lying around make sure it can supply at least 1 Amp. The fine print should say something like, "Output: 5V 1A". Greater than 1A is ok.
A lot of people have to connect to an alternate network to make it through the initial update. If you can, try using your phone's hotspot and connect to that just to get through the initial download.
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