In addition to OS X 10.11.2 and iOS 9.2, Apple has released tvOS 9.1 for the fourth-generation Apple TV. The software update is available now by going to Settings on your new Apple TV, then System > Software update.
The major update update in tvOS 9.1 is that Siri now supports Apple Music. This allows you to say something like "Play 1989 by Taylor Swift" and have the Apple TV start playing that music. The set-top box now also features support for Apple's Remote app.