I tried both updating to vs2015 update 3 and changing from https:// to http:// but they did not fix the issue.
In my case it was a local folder permissions error but looked from the error message as a download error.
When I looked deeper in the output window I could see it was a permission error.
In my setup vs2015 is running on windows 10 and it appears the cause was that some recent microsoft security update had changed security on my home folders so that visual studio could not create c:\users\myname.nuget\packages
Once I created c:\users\myname.nuget\packages and gave myself full control over that folder it worked.
Weirdly, although I changed the config to http, the download actually came via https. The download URL shows as http in tools\options\nuget package manager\package sources but the output window tells a different story.