I think people's reaction would depend on the amount of information we'd get. Or rather how interesting and varied the immediately understandable information would be. If it contained lot of video footage the networks would play it all day with commentary and people wouldn't be tired of it. Even if it had not much practical value and didn't change their daily lives.
However if it contained a map of the stars in the Milky Way with data 2 orders of magnitudes better than what we have now most people wouldn't care much. Same if it had a more accurate theory of fundamental physics than what we have. Govements would struggle just to convince their electorate to spend more on research to make better use of the data.