Well, in my s3, it's a feature that you can turn on in the settings. Whenever you pick it up and you have a missed call for example, it vibrates a little bit giving you a nudge as to tell you that you missed something.
I think this is a great feature. I'm not allowed to have my phone one at work, so I keep it on silent, and only pull it out when necessary, or when I reach in my pocket to pick it up, and feel a slight vibration.