If you've started the upgrade process to the newly-released Windows 10 Mobile build 10536, you may have noticed that your phone is actually downloading two updates. Specifically, your update screen will show builds 10514 and build 10536.1000. There's no need to worry, as Windows Insider chief Gabriel Aul says this is absolutely normal. From Aul:

Insiders updating from Build 10512 will need to update their devices twice. You will see Build 10514 and Build 10536.1000. Run these updates. After these updates are installed, you'll receive another update which will be Build 10536.1004. This process will take a bit more time than usual but this update has all the important fixes for Build 10536 so you will want to make sure you take BOTH updates. If you don't have a problem going back to Windows Phone 8.1, you can update directly to this build (10536.1004).

So in all, you should end up download three updates by the time the process is complete. It will take a bit longer than normal, but it should be worth it in the end. Those coming from Windows Phone 8.1, however, will be off to the races with just one download.

Source: Microsoft