Gather Your Login Info for Apple & Your Apps
If you, or the person you're installing iOS 9.2.1 for, has a passcode enabled on the device, you'll need that to proceed.
If you're coming from something older than iOS 9, say iOS 8, you'll likely need your Apple ID/iCloud credentials to get the software update and running properly. If you can't remember your password, now would be a good time to track it down.
You'll also want to gather all of your login information for your apps. iOS updates will sometimes log you out of stock and third-party applications so have those details handy just in case.