Agree with the previous posts that if you don't know when it was done, you need to do a service to establish a baseline. Oil, filter, and full inspection.
Once you have done that, it is up to you whether you want to change oil and filter more often than the approximately 15,000 mile interval that your vehicle uses as a baseline (adjusted by fuel consumed). I tended to run to closer to 12,000 miles on my last 5 BMWs, but if they were easy highway miles I went to 20,000 to 24,000 km, which is close to 15,000 miles. No issues whatsoever. No oil consumption. I wouldn't push it much past 15k miles, but I see no reason to change it more often unless your vehicle is subjected to some type of severe service.
I have posted pictures on this site of an engine with 100,000 miles, torn down for inspection, after a lifetime of 15,000 mile oil changes. Looked great. The 3000 mile oil change was invented by the oil change industry as a revenue generator many years ago. Vehicles today run much cleaner (less contamination of the oil) and we can see this in oil sampling results. Also, consider that when your vehicle was designed the oil that was called for was from the '90s and isn't even available today. Today's API SM and SN oils are much better and provide additional cushion.
The 7500 mile interval was adopted by many because it permitted an additional change, while maintaining the 15,000 mile schedule for vehicles that were covered by prepaid maintenance. Since we are out of the prepaid maintenance period on these vehicles, I wouldn't use 7500 but bringing it down 20% or so in duration provides a nice safety factor beyond the original design targets.
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2007 X3 3.0si, 6 MT, Premium, White
Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue
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