I just got Forza Motorsport 3 today and started playing it.  When the game first started, I got a few messages from the in-game inbox that was gifting me cars.  One message said that it was gifting me "Missing Content," and it just directed me to just the Marketplace.  Was I suppose to get a car, or is the message intentionally directing me to the Marketplace so that I know there is available content there for me to buy?
 
Also, I noticed that every time I get a notification pop-up (telling me when friends come online, when I get messages, etc.), the game starts to stutter until the pop-up goes away.  Is this a known issue with the game, or is my 360 bugging out? 

The "Missing Content" means it was trying to gift you a car from one of the DLC which you either don't have or didn't purchase. I know there's at least one DLC car they've gifted out to VIPs, but I forget which. EDIT: Probably the newer GT-R, looking at the DLC list and recalling gift cars from memory.
 
I haven't experienced the stuttering from notifications, but I've heard of such situations before, with stuttering or gauges freaking out in-car when a notification pops up. What causes the difference, I'm not sure.

I can tell you because I know my missing content message is the GT-R that that is indeed the car you are missing so to get it you need to download the Hot Holiday's car pack