I personally don't have a mac but here are some suggestions:
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1. Try redownloading osu again, but this time, be sure you know where the osu folder is.
2.Once you have found the Osu folder, click on it and there should be some files inside of it.
3.Find the file that says Osu or Osu installer (Idk which)
4. Then it should begin downloading.
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Or use the Wine thing people are telling you
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Like I said, I don't have expirence using a mac, but from what I heard Osu does not work the best on mac. (Thats what I heard, I don't know if it is true)
I hoped I helped you in anyway possible!
)