During the first-light run of the Gemini Planet Imager we obtained K-band spectra of exoplanets HR 8799 c and d. Analysis of the spectra indicates that planet d may be warmer than planet c. Comparisons to recent patchy cloud models and previously obtained observations over multiple wavelengths confirm that thick clouds combined with horizontal variation in the cloud cover generally reproduce the planets' spectral energy distributions. When combined with the 3 to 4 μm photometric data points, the observations provide strong constraints on the atmospheric methane content for both planets. The data also provide further evidence that future modeling efforts must include cloud opacity, possibly including cloud holes, disequilibrium chemistry, and super-solar metallicity.