Shaders is not game progress.

Shaders are little lines of code that create graphical effects on your graphics card. They have to be compiled for them to be able to be used. The game is doing it before the gameplay starts. It's normal.

Just be patient, it's a very slow shader build time.

Depending on your cpu it might take a couple of minutes or half an hour.

Building Shaders has become a new expression like "watching paint dry" for some.