A DFU – Device Firm Update – should be a last resort option to fix issues that might occur while updating your iPhone. Before performing a DFU you should attempt to restart the device and try restoring again.
Performing a DFU can result in the loss of data. We recommend you only perform a default factory reset if your iPhone is inoperable.
**Pro Tip: Insure you have a backup of your data before attempting any kind of update or restore.**
Default Factory Reset on iOS 9: