The update includes Android December Security patch which fixes Common Vulnerabilities and Exposures discovered in the Android operating system. In addition, there are device stability improvements, bug fixes and further enhancements for performance.
Software update G925VVRU4DQL1 for Galaxy S6 Edge and Update G928VVRU3CQL4 for Galaxy S6 Edge Plus will gradually release to everyone. You can also check manually for updates, go to Settings > About device > System update.
Make sure you have enough charge on your device at least 60% to 70% before downloading the update.