That’s a nuisance but sorry I don’t know why you got that message but perhaps it didn’t fully download.
I have just downloaded, it took about 15 minutes.
It should automatically launch the installer but at the first window go to menu: Install macOS Mojave/Quit install macos
You should have ended up with a file named “Install macOS Mojave.app” at 6.05GB.
If it is not already in your Applications folder then put it there. You could also check its size to be confident it has downloaded completely. Open/Start the installer again.
If that doesn’t work then you could delete the file, remove it from trash and do the download again.
If the app does not disappear after a successful install then I suggest you transfer it to an external drive to keep for another time.
Hope it installs successfully the next time you try.