The web is frantically reporting the following error :
iOS9 Software Update Failed : An Error Occurred Downloading iOS 9.
At the moment there seems to be nothing you can do to get this update over the air other than keep trying.
In the meantime make sure your phone is backed up and all your important data saved by either preforming an iCloud Backup or a iTunes Backup, preferably both!
When you have got yourself backed up get yourself over to iTunes and try the software update from there, it is currently downloading without issue for me and numerous other users are reporting the same…