After performing the initial setup steps, my brand new HP Notebook with Windows 10 pre-loaded has been stuck at about 5% "Loading necessary files" for 6 hours. Is this normal, or should I be doing something?
It's not normal if it has been running for almost 6hrs. What you can do in you case right now is to run a factory reset with your laptop using the supplied System Recovery disc from HP. If it didn't come with one you'll need to contact HP to get a free recovery disc.