Clunky noise in transmission (video included)

[iEvil]

Hello everyone,

I'm a new BMW 328i 2007 owner and I'm hearing a clunky sound whenever I change between P-R-D. While driving everything is fine, it's only when I change between gears that I hear this.
Some of my friends who used/currently own a BMW told me it's nothing to worry about, but I doubt it?

Here's the video of it happening, I'd appreciate if anyone can tell me the most likely cause and whether it's something to worry about or not?
https://imgur.com/a/D5gCmLw

Note: I'm referring to the noise that occurs 1-2 seconds after I change gear.

Thanks!