Issues importing GEO gene expression datasets in R

Hi,

I am trying to familiarize myself with R and my goal was to learn how to analyze GEO (NCBI) datasets using R.
I am following this tutorial: Analysing data from GEO - Work in Progress

in the tutorial, once the GEOquery library is open and the GSE search is made, they get this:

"Found 1 file(s)
GSE33126_series_matrix.txt.gz
trying URL'https://ftp.ncbi.nlm.nih.gov/geo/series/GSE33nnn/GSE33126/matrix/GSE33126_series_matrix.txt.gz'
Content type 'application/x-gzip' length 3658664 bytes (3.5 MB)
downloaded 3.5 MB" 

Weirdly, in my case, I am only getting the "found 1 file(s) GSE....gz" but not the following line with the URL. It seems that for some reason the dataset is not downloading. 

Does anyone know what I am doing wrong? (I am fully new to R, so what I am doing wrong is maybe trying to jump in this kind of analyses right away :sweat_smile:). 

Thank you for your help!

The 1 file is an unzipped archive containing multiple files.

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