To Update the HTC One M9 to Android 6.0 requires the installation of two separate update files. The first is only 65MB, while the second which is the actual Android M update is of 1.38GB. If you purchased your phone in Taiwan and not seen the notification than you just go to the Settings > About > Software Updates and you will get the update.
— Gingerbread (@Masini1491) January 7, 2016
There are not a lot of differences between Android Lollipop and Marshmallow, But HTC One M9 users will now have access to Google Now on Tap, Android Doze and Adaptive Storage which allows you to incorporate your microSD card into the phone’s system storage.