SRAM has a link that you can push together, remove it, and take the chain off. Only really matters if you want to remove the chain to clean it. I don't think you will ever be removing your chain to "clean" it, since you went 800 miles with no lube. Good to clean the chain every few months or so. Spray it with wd40 and wipe it off. Or buy a chain cleaning tool. Or have the LBS do it.

9spd chains will last a long time, usually.