This is going to be a no-brainer for a pilot, I am sure. I am not one, however, only an enthusiast.
Scenario is: I am flying under the directions of ATC, into a relatively busy Class-B airport and am given a change of heading by them.
Piper N1234A, fly heading 235 ...
The radio is full of communications, and I cannot seem to be able to squeeze in to confirm receipt of heading change. I assume I would start the standard-rate turn immediately, and acknowledge as soon as possible, even if I've already completed the course change?