First time I have ever heard a car do this. When starting my 2008 528, the auto-transmission will thunk, sometimes enough to feel it besides hear it, and at worst it'salmost a metallic sound; other times barely noticeable.
Took it in. Dealer said they ran a PUMA case on it, whatever that is. Then wrote up that it is normal depending on the tolerances of the tranmission/engine. Also wrote that replacing the transmission would not solve (which seemed a little extreme to me). But then, wrote that a 'software' fix is coming in September to correct. So...in one hand it is 'normal', and in the next it is going to be 'fixed' (via software?). Not sure if I believe this.
As I have had many cars, including BMW's, I am concerned about this noise and am inquiring if any one can vouch for this "normal" sound' when starting their engine?

 

Please keep us udated on this. I have a 2008 528i too and have never heard this noise. It is definitely not normal.

 

Vegas, we're you able to get the the software update and if so did it fix the problem? My 535i is doing the exact same thing.

 

I have the same problem.
BMW tell me that it's normal in E60 .......
Hope that a software upgrade can fix such problem~