The new tvOS 9.2.1 update can be downloaded over the air through the Settings app on the Apple TV by going to System --> Software Update. Those who have automatic software updates turned on will be upgraded to the new 9.2.2 operating system automatically.
As another minor 9.x.x update, tvOS 9.2.2 focuses on performance improvements and bug fixes to address issues discovered since the release of tvOS 9.2.1. No major outward-facing changes or obvious bug fixes were discovered during the beta testing process.
Apple is already working on the next-generation update to tvOS, tvOS 10. tvOS 10 brings features like improved Siri capabilities, single sign-on cable authentication, games that can require a controller, and more.