if your car's under warranty, no harm just bringing it in for a check. window rattling in early production Z4s is a common problem, rectified by tightening a screw within the door panel. might be the same thing or a variation thereof happening to your cab, if so, covered by warranty.
you can check www.z4um.com and do a search for rattling windows.
you can check www.z4um.com and do a search for rattling windows.