If you skipped setting your console as Primary after you signed up for first time to PlayStation™Network, it is good idea to set it now, especially if you get the message on the screen that certain DLC are required to load your game save despite the fact you already have them installed, or if you get the same message when playing offline.
Example:
You are missing the following downloadable content required to open this save: Beard and Hairstyle Set
Activating the system as primary: