
It's not often we see such major OTA updates hit devices after they get upgraded to a newer version of Android, especially not in such quick succession, and it's possible Samsung is fixing and/or improving Marshmallow on its last Note smartphone with a microSD slot and removable battery. In any case, we shouldn't really be complaining given how Samsung can often go the opposite route and not bring any updates to many of its smartphones and tablets.
You should be seeing the new update on your Galaxy Note 4's status bar at some point this week; alternatively, you can try to update right away by heading into the Settings » About device menu. Do leave a comment below if you notice anything new or different after installing the update!
Thanks, Jan Mohammad!