I got a little air in my mom's X5 once, and hit the brakes midair which upon landing caused quite a ruckus . The next day, 'Check Brake Linings' appeared.

Since it was about time for Inspection I (1,500 miles away) BMW performed the service and changed the brakes. I was told by the Service manager, that 'Check Brake Linings' meant that the brakes had worn too thin...

However it is my understanding that if the brakes have worn too thin, then the 'BRAKE' light in the dash would light up orange or red...