My dd is also 9 and is definitely going through puberty. She started asking questions one eveing, after ds had gone to bed. Turns out she'd heard stuff in the playground, as there are one or two girls who are ahead of dd in developing.
She had been frightened by the mention of bleeding, so to nip any fears in the bud (I hadn't got a book yet), DP and I sat down and gently talked her through it. We told her the basic female stuff, as I don't think she's quite ready to understand about sex yet, but she does realise boys have their own changes too.
DP wanted her to know that if for any reason I'm not at home and he is, then dd can turn to him for help as and when things start to happen.
She's now a lot calmer and understanding about it. DP even suggested to her she can have a go at trying to use sanitary towels, so she's not afriad of the whole thing. Did thinkn that suggestion a bit odd, but then, he's a bloke. It might actually work.
I remember being afraid myself, as my mum had not talked with me about it. I was 11, and as she had been 14 when she started, she assumed she had loads of time and wasn't paying attention to the fact that I already had hairy armpits, breasts, etc.