It has Verizon software, that is where it is looking to get the updates. If you can't return it, you will either have to find someone with a Verizon SIM card, get a cheap prepaid Verizon SIM card and use it just for updates or take it to a Samsung authorized service center and have the phone flashed to unlock it.
Thank you. As @Robin621k said, it is not a US phone. One option is to return it. This is probably your best option.
It looks like it has Verizon firmware. If you know someone with a Verizon SIM, you may be able to temporarily borrow it to see if the phone will update.
Another option is to have unlocked firmware flashed at an authorized service center. There will be a fee for this service. Here's how you can find one near you:
