I would be eager to download and listen to the song I purchased as well. I found a couple of resources that might help with downloading this purchase.
First, I recommend checking to see if the download was interrupted. You can use the steps in this article:
If the song does not download after following the steps in that article, I recommend trying to download the song from the list of past purchases. As long as you are signed in with the same Apple ID you used to purchase the album, you will not be charged again. You can find the steps to do this in the following article:
If you are still not able to download the song, I recommend reporting this issue to the iTunes Store:
Thank you for using Apple Support Communities.