Every other Nexus could be rooted out of the box. That has not been the case this time around. The day after release and we still don't have a custom recovery. The good news is that Chainfire has figured out SuperSU on this new device. According to him he had to work out some 64-bit related bugs, but he says that he has indeed rooted the Nexus 9! There is still no released method. The method for past Nexus devices has been to flash recovery and then install the SuperSU zip. TWRP is currently working on a custom recovery for the Nexus 9 and Chainfire should be releasing his SuperSU update any time now.
Via @ChainfireXDA