The Nikon D5500 uses SD Card format memory cards. The camera has a single SD slot and supports UHS-I cards. The camera supports SD, SDHC and SDXC memory cards. The names are given based on capacity, the standard SD cards are 2GB in capacity, while SDHC vary from 4GB to 32GB. Cards of 64GB and larger capacity as SDXC. You may see UHS-II cards available, but the D5500 does not have the UHS-II interface. The UHS-II cards are backwards compatible, so they will work, but only at UHS-I speed. So there is no benefit to using a UHS-II card in this camera.
You may see SD Class numbers such as Class 10 on SD cards. This is an older speed rating for cards that can reach at least 10MB/s read and write speed. 10MB/s is actually rather slow if you consider the camera will take images that are 25MB each (RAW 14-bit). The camera is capable of writing much faster. Newer UHS cards may have a UHS Speed Class rating of 1 or 3. These are denoted by U1 or U3. These numbers mean the card has a minimum write speed of 10MB/s (U1) or 30MB/s (U3). These ratings were created for video recording where HD or Ultra HD (4K) require a minimum continuous bitrate to work, but they are not very useful for telling how fast a card is for continuous burst shooting. In burst shooting the camera can take 5 fps of 25MB files, or over 125MB/s! UHS-I cards can go up to only 104MB/s, so it is obvious that the camera buffer is important as it will hold the overflow up to a certain point (about 10 frames in 14-bit RAW).
The number that is most important in choose an SD card is Write Speed. The fastest UHS-I cards quote up to around 90MB/s write speed. For continuous shooting performance you should use one of the faster cards. They will clear the buffer faster, and allow many more frames and higher fps after you reach the buffer capacity (about 10 shots RAW).
Nikon officially recommends only particular brands of SD cards that were tested in the D5500. The list of cards supported in the user manual includes SanDisk, Toshiba, Panasonic and Lexar (Platium II, Professional, and Full-HD Video) ranging from 2GB to 256GB capacity. However the list does not mention which specific cards were tested.
Below is a list of approved and recommended cards for the Nikon D5500 for best performance.
Fastest SD card for the Nikon D5500
SanDisk Extreme Pro 95MB/s UHS-1 Memory Cards (90 MB/s write speed)
Ohter fast SD cards for the Nikon D5500
Toshiba Exceria UHS-I Memory Cards
Panasonic Gold Series UHS-I SD Cards
Lexar Professional 600x UHS-I Memory Cards
The Nikon D5500 Manual is available for download now in PDF format. Both the English and Spanish versions are available now. The 402 page reference guide includes technical details about the camera, menus, touch screen, WiFi as well as tips for video and still photography. Technical notes on the D5500 include lens and flash compatibility, accessories, 
The Nikon D5500 is now available at select retailers. As of now most configurations are in stock, with the special red color in very limited supply. A quick review of current stock shows Amazon has the best selection.
