When attempting to download iOS 9 this morning, many users are getting an error message saying "Software Update Failed". We'd like to assume that this is due to the servers being overloaded with users trying to update.
No need to worry as Apple is usually quick about these things and is probably getting to the final stages of fixing the problem. You might still be able to update currently with multiple attempts, or you can just wait until it's fixed and the installing goes smoothly.
Let us know!