The option to pre-load games onto a console for immediate access upon release is coming to PS4, beginning with Destiny.
Bungie's persistent-world FPS is due on 9th September, but PSN pre-orders for it on PS4 have already begun. Those who reserve it ahead of time will be able to download the content a few days prior to release, so the second the clock strikes midnight on 9th September you can hop in and play.
You can even set your PS4 to automatically download the pre-ordered title as the release date encroaches. Simply go to the Settings menu, select System, then make sure Automatic Downloads and Uploads is enabled. This feature requires the system software 1.70 update.
Another reason to pre-order Destiny is to gain early beta access, due this July on PS4 and PS3. To sign up for this players must register at Bungie.net and link their account to their PSN ID.