Assassin's Creed Origins hasn't fully downloaded yet. Wait for Uplay to download all data, or continue the download of the game, and try again.

It's a feature of Uplay to let you play games while downloading, by downloading a playable part of the game first (e.g. putting videos, textures, geometry etc. that will only show up later in the game at the end of the download queue).
Uplay probably showed the message 'Ready to Play', which is not necessarily the same as 'completely downloaded'.