What is the Download All Data option?

This allows you to download and install all of the content in the game. This means that you will not have to download content as you reach it in the game (e.g. reaching a zone you've not played in Campaign Mode), saving you time.

To do this, tap on the button to the right of the Download All Data text and then tap the OK button. Once the progress bar has finished, tap the OK button once more to finish this process.