We actually don't know exactly what the Nine are. We only know that they live in the Jovians, one of their Agents is Xur, and they freed Skolas
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Jovian means Jupiter and the jovian complex where you fight omniguil is how they used to communicate with them. Them being the colonist on Jupiter.
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The Jovian planets is the collective term for all of the gas giants. And we don't know if they're colonists, Warminds, Ghosts, Ahamkara, Xur-like creatures, Awoken, etc.
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This video shows just about all theories but my theory is that the nine where colonists on Jupiter and when the collapse happened the colonist where transformed just like the awoken but transformed even more.