After opening a Notification from an unrelated app (like Facebook, for instance) you can go directly back to the app by clicking the "Back to..." link at the top left of your screen. Learn how to use iOS's back button.
Apple's News app, is a Flipboard-like news aggregator. It automatically builds a personalized list of content based on the sources that you choose and the articles you read. The app is even better in iOS 9.3, which adds trending news topics and curated picks. Get more details on using iOS 9's News app here.
Wi-Fi Assist will tell your iPhone to switch over to a cellular connection when it deems Wi-Fi connectivity to be poor. Activate it under the Cellular menu in the Settings app. Here's how and why to enable Wi-Fi Assist.
The Spotlight Search feature returns options in three categories: Siri suggestions, Nearby and News. If it's all too much you can pare down the results as you like. Learn how to customize proactive search.
If you have certain photos you'd rather not anyone else see, you can hide them from your Moments collection by selecting your photo (or photos), clicking the share icon in the bottom left corner and then the Hide button. Get more details here.
Under a new dedicated Battery option in the Settings menu, you can see not only what percentage of the battery each app is using, but also how much time they've been running both on the screen and in the background.