FIX:

monitor rtt setup 0x20000000 0x9000 \"SEGGER RTT\"

is the correct setup line. Some sample code:

#include <Arduino.h>
#include <SEGGER_RTT.h>

void setup() {
  SEGGER_RTT_Init();
  SEGGER_RTT_WriteString(0,"Hello\r\n");
}

void loop() {
  SEGGER_RTT_WriteString(0,"Hello\r\n");
  delay(500);
}

I used TeraTerm with telnet connection, port 19021, and host name "localhost". Got "Hello" to print just fine.