As a GM, there is one thing I hate that new players do above all other things:

Don't Be Afraid To Ask Questions Or Speak Up

One of the things that new players do a lot is... nothing. They don't feel comfortable yet, so they don't say a lot. That's to be expected, and it's okay.

But then you get the ones who won't ask questions when they're confused, won't speak up when they have an idea, and won't let anyone know that they're bored and not having fun.

Don't do that. If you're confused by a rule, how a spell works, or if you can use an ability to spy on an NPC, ask. Ask every question you can think of. I'll happily spend half the night answering questions that help you get into the game. I want you to be able to do things, and am much happier answering questions that help you do that than I am if you just sit quietly because you're confused or unsure what to do.

If you have an idea for the party, speak up. Maybe it's not a good idea. Maybe it's an obviously genius idea that they never thought of because they've been in the game too long. Who knows until you voice it? The entire point of the game is to interact with the other players, so please do it when you have something to say.

And of course, if you don't feel like you can do anything and aren't enjoying yourself, I want to know that! There's lots of things the GM can do to help you out, if you tell us. But we're not mind readers, and we really don't like finding out later that you're unhappy when we could have done something about it had you said so earlier. (This can be done by passing a note or asking to talk in private, if it's something you don't want to voice in front of the group.)

Group Specific Stuff

Beyond that, it's a hard question to answer. Group dynamics and expectations vary wildly between groups. In some groups, you should wait your turn to speak and do things politely. In other groups, you're just expected to interrupt when you have something to say, and not doing so is treated as quiet agreement.

Some groups are quiet, others get very animated. Some expect people to only talk in character, others are assumed out of character. Some groups will do a lot of talking and try to solve mysteries or deal with things peacefully, and others shoot first and maybe ask questions after the loot is counted.

There's numerous examples of things like that, and as I know nothing about your group, I can't really say what they expect you to do. Except that they want you to ask questions and get involved. :)

Large Level Gaps Are Bad

Here's the problem. You have a level 9 party. They're probably fighting stuff somewhere around their power level. If you throw a level 1 character into that, they are both highly ineffective (anything with a save will be made, few spells, limited ability to contribute), and absurdly fragile (very low HP, lower saves, probably limited money for gear unless you give them level 9 equivalent treasure).

That combination just doesn't work in 3.5. An experienced player can maybe make it work by knowing all the tricks to get the most out of their tiny allotment of level 1 spells. A newbie will not, and one mistake will get them killed. They do not have a margin for error, and as a new player they need a margin for error more than anyone else.

As the DM, you'd have to avoid trying to kill that character. You can't even do things like throw fireballs around with your NPCs, because a single one anywhere near that character and it's dead.

You could tone things down instead, but then the level 9 characters will steamroll over everything and not be challenged. That's also bad.

Given that, your best bet is to start the new character at level 9.

Mentorship

You and the other players will have to help mentor your new player. That goes with a level 1 character, and it goes with a level 9 character. The main difference is that the level 9 character is going to have more abilities, and some margin for error (a single melee attack won't kill a level 9 character very often).

Your new player will need help building a character, picking gear, learning what their stats mean, when to use skills, and so on. You and the other players can help with that in the first couple of sessions, mostly by helping with character creation, answering questions, encouraging questions, and offering hints and suggestions.

Gradual Spellbook Additions

Since your new player wants to play a spellcaster, the real overwhelming thing is trying to master the spell system and the large spell list. That's where you can help.

Shrink the list. A lot. Start the player off with a pared down spell list, where you pick out a handful of essential spells. If the player wants to, let them look through the book and pick out a few more that sound interesting. Don't give them 100 spells to start. Use a much smaller number (under 30).

As the player starts to grasp things in future sessions, start adding spells. For a Wizard this is easy, as you can say what's in the spellbook initially, and you can introduce spells to add to it later. For a Divine Caster, you may just have to explain why you want him to focus on a smaller set of spells initially to get the hang of it, and that the other ones are available if he wants to use them in the future.

I know when a friend of mine played a caster for the first time (a Cleric, which is a great class), we sat down together and built a "typical daily memorization list". Those were the spells he'd prepare each day, normally. He could make additions or changes if events warranted it, but I built the first list with him and he didn't have to try to figure out what spells were must have on his own. It made trying to figure out what to cast at first a lot easier for him, because that list is much shorter.

For a spontaneous caster, you can handle it differently depending on the class. Something with a fixed list like Beguiler you can treat like a Divine Caster: shorten the available list up a bit initially, and then add spells back as the player starts to get the hang of it. For Sorcerer where you have to pick the spells you will use forever... well, I'd pick an initial list of spells, and then give the new player the option to swap them out later if he decides he wants something else. Sorcerers already have this option every even numbered level, but he will have missed some chances to do it by starting at level 9 and by not knowing what to pick initially. You can be a bit more flexible with the swapping rules by allowing one time swapping of any spell that he came into the game with, so he can customize his character once he understands how it works.

So Which Spellcaster Should He Be?

You mentioned spells, but not which class he's going to play. If he's already picked a class to play, great! If he hasn't picked a class yet, I have a couple of recommendations.

1. Beguiler - Spontaneous caster, so no preparation of spells at the start of the day is required. Preparation can often be a real stumbling block for new players, so this takes it out of the way. The fixed spell list is a bit limiting, but he won't have to choose which spells he knows, as he just gets all of the ones the class has access to. Also gets d6 HD and access to light armor, which makes them tougher than the Sorcerer (handy for a new player). A lot of skill points and a good skill list is handy too. This is a pretty solid "pick up and play" spellcaster that doesn't need much book keeping.
2. Cleric - Has to prepare spells, which may be an issue. But other than that, there's a lot to recommend here. It's easy to make a Cleric that's tough as nails (full plate, two good saves, and d8 HD go a long way!), their spell list is strong, they can be strong melee combatants, easy access to healing whenever you want it, and there's no spell book to manage.

Druid and Wizard are both great classes, but they're also harder to play and may not be an ideal choice for a new player. That's not to say he can't play them, because he can. He'll just need more help:

• Druids have to also manage an animal companion, and wild shape. The animal companion can be a plus, because at level 9 you can get something that's pretty tough (like a Brown Bear or Dire Wolf), but now there's more stats to know and more things to manage. Wild Shape exacerbates that problem even more by changing the player's stats themselves.
• Wizards not only have to prepare spells each day, but also have to keep track of which ones they're allowed to prepare due to what's in their spellbook. They're also very, very fragile if you don't know how to mitigate that, and the familiar is an extra thing to manage if you don't trade it out for something else.

My Rule of Thumb

There isn't an official rule of thumb. Mine (and it seems to be pretty common amongst players I know) is that the party should be the same level unless there is a good reason why they're not (someone spending XP on item creation feats for example). If a new player joins, I put him at the same XP as everyone else, and try to keep treasure from being too different (though the new person may start with a bit less, as I typically give new players standard wealth from the DMG).

Level is one of those things that can make someone horribly ineffective if you set them back too far. They can make that up by being more optimized than everyone else is, or know how to use their abilities more successfully, but the game in my experience just works better when party members don't have level gaps between them.

A small gap is one thing, but a level 1 new player in a level 9 party is just unworkable.