PS3's UI was obvious. For videos, go the Video tab and scroll down the list. Same for games. For downloads, go to the internet. For a setting, go to Settings and scroll through the list. Want to set a custom wallpaper? View your image, press the options button, and select 'set as wallpaper' from the options. Or go to theme settings and pick a wallpaper from images on your HDD. Which you could download from the browser, intuitively. PS4 has more features so that adds complexity, but they aren't arranged in any meaningful way. As I say, I've had the thing some 18 months now and only just figured that I could find my downloads by going to Notifications and pressing Options to select Downloads. That's illogical. Downloads are a file operation associated with games or the network. Notifications are simple feedbacks for events and activities. They don't belong together other than a notification when a download is complete.
Library->Games. Game downloads show up here. You can even sort by install date to see newest to oldest downloads.
Library->Apps. Same here but for apps like Netflix, Twitch, etc.
Library->Purchased. Any games,apps,demos, etc. you ever downloaded on your account show up here. Makes it easy to redownload anything you might have deleted.