Same thing for me, but I got mine last night I think. Did you buy your PS4 from Amazon? That is the only thing I can think of that would cause them to have sent it to me. I have ordered no PS4 games or accessories from them.
I did not get my PS4 from Amazon - I got it from Gamestop. I got my X1 from Amazon though. I did have a PS4 preordered for a long time though until I finally cancelled it a few weeks before launch and decided to get it at GS instead. I have bought a lot of PS3 games from Amazon in the past though. But probably it has more to do with my having preordered even though I cancelled it.
Anyway - I played the game late last night and had some fun with it. Yeah, it is definitely Halo meets Borderlands. I like Borderlands and am meh on Halo, but I liked the coop aspects.
Strange, though, when I was in the tower last night I had tons of people around me. My son is playing now and it is empty when he goes to the tower, yet he does see people on the ground when he's doing missions (coop). Neither of us has tried PvP yet (and I probably never will). I'm PS+ and he is not - but I would think he wouldn't see people in coop then either.
Anyway, it sucks this all ends at midnight tomorrow. I won't have that much more time to play.