Catalina is such a large download it is best if you can connect your mac to your router via cable,
ether a Thunderbolt to Ethernet cable or USB to Ethernet cable, if you can't do that then make
sure the mac is as close to the router as possible. When downloading do not use the mac
and do not use any other devices that share the same internet connection while the mac is downloading.
Automatically keep my Mac up to date checked is only for updates to the system you are currently running,
it will not automatically 'upgrade' a system to a newer one. Moving from one OS to a newer one is called an upgrade.
I never have Automatically keep my Mac up to date checked I think it is a bad idea to have the mac do this as you may be in the middle of an important operation and this takes over, any problems encountered while updating could result in lost data.
Always make a full back up before upgrading.
Check that third party apps you use have updates available for the new OS.
https://roaringapps.com
Check that your printers/ scanners etc have updated drivers and software available for the new OS.
Connect your mac to your router via cable rather than rely on WiFi.
Do not use your mac while it is downloading
and do not use any other devices that share the same internet connection.
If you are considering upgrading to Catalina be warned that it does not support 32bit apps.
Your Mac is probably running 32bit apps and these will need to be updated to 64bit apps,
some updates may be free, some may be paid. Use this app to discover which apps you have
are 32bit, https://www.stclairsoft.com/Go64/. Once the list has been created you can then
contact the developers of the apps to see if they provide 64bit updates.
If it is still problematic downloading via the Software Update mechanism then you can download
Catalina directly from the App Store.
Open Safari and click on this link, Firefox will not work.
How to upgrade to macOS Catalina – Apple Support
Go to Section 4 and click on Get macOS Catalina.
This will redirect you to the App Store Catalina download page it should say 'Get'
if it says 'Open' then the App Store is detecting a copy of Install macOS Catalina.app in your Applications folder.
Open the Applications folder and locate Install macOS Catalina.app, move it to the Trash, empty the Trash.
Restart your mac, click on the link again.