We present the results from an all-sky search for short-duration gravitational waves in the data of the first run of the Advanced LIGO detectors between September 2015 and January 2016. The search algorithms use minimal assumptions on the signal morphology, so they are sensitive to a wide range of sources emitting gravitational waves. The analyses target transient signals with duration ranging from milliseconds to seconds over the frequency band of 32 to 4096 Hz. The first observed gravitational-wave event, GW150914, has been detected with high confidence in this search; the other known gravitational-wave event, GW151226, falls below the search's sensitivity. Besides GW150914, all of the search results are consistent with the expected rate of accidental noise coincidences. Finally, we estimate rate-density limits for a broad range of non-binary-black-hole transient gravitational-wave sources as a function of their gravitational radiation emission energy and their characteristic frequency. These rate-density upper limits are stricter than those previously published by an order of magnitude.