If you have an X5 with a manual transmission (I do, a 2002 3.0 diesel with 5 speed) you will likely have the factory transmission fill, as BMW puts in a high quality (but lifetime) synthetic oil.

Lifetime is not, you will want to change every 30.000 miles / 45.000 km. You will want to change to Redline MTL (I've researched this to death, use it), installing magnetic drain plug (Dimple or UUC) as BMW stopping installing them and then removing the clutch delay valve. I've done all three on mine, MUCH better.

There is no adjustment provision in the shifter linkage, if you have severe play - you'll need to replace worn parts. You will also (naturally) want to have your brakes and clutch fluid changed, normally every two years (annualy is better). This will also help your shifting and ensure long life of your clutch hydraulics.