Doctor Who: Series 9 Episode Titles And Plots Announced

12. Episode 1: The Magician's Apprentice

The season-opener is written by Steven Moffat, and a trailer has already been released for the episode. In the trailer we hear the following dialogue between Missy and Clara:

“What’s a confession dial?”
“In your terms, a will. This is the last will and testament of the Time Lord known as the Doctor."

Clearly, they are talking about the golden disc covered in Gallifreyan writing that the Doctor gave to Ohila on Karn in the recently aired Prologue. Moffat has also released this episode summary:

A final message from a dying scientist. A plea from the deadliest corner of time and space. Only one man can answer, but he has gone missing from all of time and space. Where is the Doctor? As the skies of planet Earth stand frozen, Clara Oswald enters into a dangerous alliance.
The Doctor is gone from the universe - friends and enemies alike can find him nowhere. When even the Daleks can't track down their ancient foe, and the Doctor’s old friend and nemesis, Missy, is forced to ask for help, does it mean that the mad man in the box has truly disappeared? What fear, or what terrible shame, could possibly drive the Doctor into the shadows? The answers are more dreadful than Clara’s worst imaginings, and she finds herself embarking on a journey into the Doctor’s worst nightmare …

It almost sounds like the Daleks need the Doctor's help. As for where he's gone, the Prologue indicates he's gone to meet an old foe. Fans have come up with some fascinating ideas about this foe's identity and you can read about their theories here.