1 – Accelerated Database Recovery (ADR)
This is a completely new way for SQL Server to perform a database recovery in the event of a transaction being rolled back, an instance restart or an Availability Group failure. Because of the often volatile time spent waiting for the database recovery to run, the SQL team has re-developed how recovery works and significantly reduces how long this cycle takes.
2 – Intelligent Query Processing Enhancements
The actions and optimizations of the Query Optimizer is the component in the SQL Server that produces database execution plans. It involves customizable resource grants for rowstore tables, table vector deferred compilation, batch mode on rowstore, and a lot more tweaks that the SQL Server engineering team has made to the product.
3 – Resumable Index Build
SQL Server also provides the power to interrupt an online index rebuild process, to catch up with the rebuild that has been completed so far, and to restart at any other point of time. Index rebuilds are still required and take so many resources that even with the ONLINE alternative, they still have to deal most of the time inside of the database maintenance windows.
4 – New DMF to troubleshoot LAST execution plan
There’s a new Dynamic Management Function (DMF) called sys.dm_exec_query_plan_stats that will store the last ACTUAL execution plan for a query. Before the methods that were available, mostly via XEvents or a SQL Trace were costly and not the most convenient method. SQL Server 2019 helps to troubleshoot more easily the LAST execution plan for a specific executed query.
5 – Improved TSQL warning\error messages
How many times is it that after running a script with thousands of instructions, we get a TRUNCATE error in which we don’t know which record is having problems? By default and without having to activate anything, SQL Server 2019 finally identifies the registry with problems so that we can resolve it in seconds, which often took minutes. Thank you, Microsoft !!!!!
 
Problems with Cumulative Update 2 (Build 15.0.4013.40)
Warning: If you pretend to install a new SQL Server 2019 instance with the last cumulative update (CU2) be careful since there are several users reporting problems with SQL Agent stopped working.
Known issue:
There is a known issue with SQL Server Agent in SQL Server 2019 CU2. This will be fixed in the next CU release (SQL Server 2019 CU3).
If you are using SQL Server 2019 SQL Server Agent, it is advised to skip this CU upgrade, and wait for SQL Server 2019 CU3.
If you have already applied SQL Server 2019 CU2 and are experiencing issues with SQL Server Agent, please revert to SQL Server 2019 CU1.
So please for now stick with Cumulative Update 1 (https://support.microsoft.com/en-us/help/4527376/cumulative-update-1-for-sql-server-2019) after the installation of the RTM.