My warning came up after 20K miles, on a few cold mornings, and went away as soon as my X3 warmed up. I would have dropped by the dealer on the (long) way to work, but I had an oil change scheduled soon. Instead, I splashed a few ounces of bottled water into the reservoir, no more than 2-3 ounces, and added "top up the coolant" to my service list.
Don't waste money on coolant, which the dealer will top up for free. Instead, spend the money on brake dust cleaner for your wheels. You'll need two.