Have played all the betas so all I got a few days ago was a very small patch..... am I missing something? Should there be a much larger download?

Preorder imperial edition from zos website btw.

Also I changed password a few days ago and now I can log into the website fine with it but cannot log into the game. Is this normal?

before even when servers were down it would let me enter my info then tell me "severs are currently down. Now it just keeps telling me "password or name incorrect...."

Yes, being unable to login is perfectly normal at this point. It will say you don't have access or at times that your password is incorrect.

Downloads will happen when it's patched. If it's not downloading something i'll bet there's simply nothing to download. Unless your launcher is horribly bugged somehow which is HIGHLY UNLIKELY.

If you're concerned that there's something wrong with the launcher and/or game installation, choose "Repair" from within the launcher options. However, most of the patching was done about a week ago, so if you've only seen a small patch in the last couple of days, that's normal.