Answer: Choice A. x^2+9
This is a sum of squares, which cannot be factored over the real numbers. You'll need to involve complex numbers to be able to factor, though its likely your teacher hasn't covered that topic yet (though I could be mistaken and your teacher has mentioned it).
Choice B can be factored through the difference of squares rule. Therefore, choice B is not prime.
Choice C and D can be factored by pulling out the GCF and then use the difference of squares rule afterward. So we can rule out C and D as well.