What is this bluish "9" thing and why is it embedded in Juna's and Susano-Oh's forehead? As opposed to being worn as a pendant or something?
Magatama (勾玉?), less frequently (曲玉), are curved, comma-shaped beads
  that appeared in prehistoric Japan from the Final Jōmon period through
  the Kofun period, approximately ca. 1,000 BC to the 6th century AD.The
  beads, also described as jewels, were made of primitive stone and
  earthen materials in the early period, but by the end of the Kofun
  period were made almost exclusively of jade. Magatama originally
  served as decorative jewelry, but by the end of the Kofun period
  functioned as ceremonial and religious objects. Archaeological
  evidence suggests that magatama were produced in specific areas of
  Japan and were widely dispersed through the entirety of the Japanese
  archipelago by trade routes.
  
  The Kojiki and Nihon shoki, completed in the 8th century, have
  numerous references to magatama. They appear in the early in the first
  chapter of the Nihon shoki, which largely describes the mythology of
  Japan. Susanoo, god of the sea and storms, received five hundred
  magatama from Tamanoya no mikoto, or Ame-no-Futodama-no-mikoto, the
  jewel-making deity. Susanoo went to heaven and presented them to his
  sister, the sun goddess Amaterasu, who bit off successive parts of the
  magatama, and blew them away to create other deities. Tamanoya no
  mikoto remains the kami god of magatama, glasses, and cameras. 
  
  In the legend Amaterasu later shuts herself in a cave.
  Ama-no-Koyane-no-mikoto hung magatama, among other objects, on a five
  hundred-branch sakaki tree, to successfully lure Amaterasu from the
  cave. 
  
  In the year 58, in the reign of the Emperor Suinin, the Nihon shoki
  records that a dog kills and disembowels a mujina, a type of badger,
  and a magatama was discovered in its stomach. This magatama was
  presented to Suinin, who enshrined it at Isonokami Shrine, where it is
  said to presently reside. A similar practice is described again in the
  Nihon shoki during the reign of the Emperor Chūai. Chūai made an
  inspection trip to the Tsukushi, or Kyūshū, and was presented with an
  enormous sakaki tree hung with magatama as well as other sacred
  objects.


Source: Wikipedia

I believe that the Magatama in the anime is attached to the forehead/characters instead of a pendant is to show the character's divinity