The question is flawed. It's possible that the game could end in a draw.
For instance,
$$\begin{align}
X O O \\
X X O \\
O X X
\end{align}$$
is a complete $3\times 3$ board that ends in a draw. (If diagonals are included and the first player is X, the first player could win here too.)
The second player can force a draw.
Use a case by case analysis for the first player starting in the top right, the top middle, and the middle squares, then use the symmetry of a square to eliminate similar boards, like so:
$$\begin{align}
X_1 O_1 \phi \\
X_2 \phi \phi \\
O_2 \phi \phi
\end{align}$$
for the top right case,
$$\begin{align}
\phi X_1 O_1 \\
\phi X_2 \phi \\
\phi O_2 \phi
\end{align}$$
for the top middle case, and
$$\begin{align}
\phi X_2 \phi \\
\phi X_1 O_2 \\
\phi O_1 \phi
\end{align}$$
for the middle case.
(Here $\phi$ is an empty square and $\Delta_n$ is the $n$th move of the player with symbol $\Delta$, assuming $X$ comes first.)
In each case the second player will always seek to prevent the first player from getting three $X$s in a row, so, up to the symmetries of a square, the cases above suffice to show that the second player can force a draw.