Went out on my first experience with the camera today. I noticed that the D800 has quite a delay between the half down and full down on the shutter. Never had this on my Panasonic. Do I have a setting messed up or what? Appreciate any help.
The delay you are experiencing could be related to autofocus. In custom settings a1 and a2, you have an option called "focus priority" that will delay the shutter release until the lens has acquired focus. So if at the time you press the shutter the subject is not yet in focus, there could be a delay until the lens is focused, at which time it will release. On the other hand, if the subject is in focus the shutter should release immediately when you press the button.
Conversely in those same custom settings if "release priority" is selected, the shutter while release immediately regardless of focus. Some people prefer to use this to assure shutter release the instant they press the button, even if the subject is out of focus.
This might explain what you're experiencing, if not, I don't know what it might be. There are other settings that allow you to intentionally delay should shutter release for various reasons, but it doesn't sound like you're using any of these. I've never experienced any delay with my D800 shutter that wasn't related to one of these.