What format should I use for Drupal 9?

After you install the module, navigate to the the admin page at

Manage > Configuration > Search > URL Redirects
/admin/config/search/redirect

Now open the Migrate tab. The Redirect migrate form provides this help text describing the format to use - see screen shot below.

CSV files need to have a header row with the column names as follows:

source,destination,language,status_code

When you do not include this header row, the redirect import will fail. The error messages shown when you do not include a header row with these columns is a bit confusing.

There is an open issue to improve the validation. See 🐛 Warning messages appear when the CSV's header are not following the suggested headers Fixed for that improved validation fix.

Hope this helps.