Make a Backup
iOS 9.2.1 is small but you'll still want to make a backup of your files and data.
We don't anticipate widespread iOS 9.2.1 problems but there's always a chance that your photos, or some other piece of important data, goes missing after the update. That's why you want to make sure everything is backed up.
We have a guide that will take you through the backup process using iTunes and we also have a guide that details the backup process via iCloud. Look into those if you haven't made a backup in awhile. It's important to do so before every iOS update.