I've had these pop up a few times, although I haven't bothered keeping track of which ones. I do like driving with the window down on nice days like today, so I do tend to get the 'Close Windows' one more than the others.
It's an optional extra.
I don't tend to get many being a roadster (guessing they're different). I did get one about not pressing the throttle when starting the engine but other than that, next to nothing.
Not an optional extra, just driving "tips" that are optional from the DIS on later cars. I drove a new A5 the other day, that has a great little DIS game, a circle that starts green and gradually changes to red the more you drive "badly"!