I have a step down out the back door of my house and the first step down is way too far, about nine and a half inches.
What is the best way to make it taller?
You could put tile on them. Or thick stone. Flagstone looks cool, and comes in variable thickness. Add thinner stone to the risers. You may not want to lose tread depth. Step it up a notch.
Just curious, how many steps do you have? This is a much different job for a ten step unit versus a two or three step unit.
Did the concrete step unit settle into the ground? If that's the case it may be possible to jack it up and fill under it to restore the original height.
Unless the steps settled, I'd imagine you have to build up all the steps, right? If you build up the top one, the second to last step will be too big. You'd just have to do some careful measurements and calculations to make sure you wind up with the same rise on each step. You don't want to add the same two inches to every step or your may just wind up with too big of a step at the bottom. But if the steps settled, and the bottom step is two inches too low anyway.
You could probably build a form to pour an additional two inches and re-use the form on the rest of the steps. New concrete won't bond well to old dry concrete, but if you prepare the surface and use the right product, it will bond well.
If everything's sunk by two inches, it also might be possible to build wooden stairs right over the concrete step unit. That might sound like an off the wall solution but once you get the stringer laid out right, this is probably a lot less work.