It seems that there is a bug in CRM 2015 with Update 0.1 that prevents the import of organizations. If you attempt an import, the import fails with an error something like:
Could not find stored procedure ‘p_CreateAuditEntry’.
This article, lists a workaround in the comments section, which is to create two stored procedures in the MSCRM_CONFIG database.
I can confirm that the workaround worked for me.
This is listed as a fixed issue in the KB article for Update 0.2.