Coolant missing like that is normal if this is your first time. Just refill and keep an eye on it. The message will come back if you don't refill as that occurred to me before. I notice bmw burns oil often on new delivery as well as coolant being short after a period on new vehicles. If you refill it should be fine. The radiator on these bimmer has the resevoir built in and it's small. Don't be too alarmed. I refilled once on my 3 series and it's been 5 years. I have an x5 as well that is recent and I refilled after break-in just to make sure and it's coming up on a year and level is stable.