Have you checked the path settings in TeXShop or tried reinstalling TeXShop (not TeX distribution)?
The binary of
pdflatex is in
/usr/texbin/ as a symlink in OS X Yosemite or earlier, but the error message says that TeXShop is trying to invoke
/user/texbin/pdflatex, which of course doesn't exist. Thus it might be likely that the path settings in TeXShop is changed for some reason. So, fixing the path setting or reinstalling would settle the problem.
I was not aware that I have to download TexShop separately.
No, usually it's unnecessary because TeXShop is bundled with MacTeX. In your question, however, you installed MacTeX and have trouble with typesetting LaTeX documents while using TeXShop. Then, it's reasonable to think that the cause lies in TeXShop, not in TeX system itself.
It is OK to use TeX IDEs like TeXShop for daily use (they are great softwares!), but I'd suggest that you typeset documents using CLI (command-line interface) when you encounter unfamiliar errors. If it also fails, LaTeX has the problem and if otherwise, the IDE does. Typesetting in two ways can sometimes clarify what is wrong.
PS. I should have posted a comment, but I don't have enough reputation to do that.