1st thing to do as a matter of course is check the fluid level is OK
Check its level with the gearbox warm and just after you've moved the selector through all the positions leaving it for a few seconds in each one and then back to park.
You can top up the box through the side fill plug if required and make sure you use the correct oil for your car as the fluids are not all the same. Some manufacturers recommended a change of the type of fluid - Speak to the local dealer and parts dept - they will advise you on the updated fluid to use..
as you have the error message then there should be a stored fault within the control module, so ideally the next step would be to plug the car into a scan tool (one that can read transmisson codes) and pull off the fault code
most generic scan tools will not be able to do this and you'll need a manufacturer specific one
what would be best is to locate an independent Jaguar specialist in your area (rather than pay the inflated dealer labour rate)
if you need me to locate one for you then let me know
as from your description I'd say its likely to be a faulty turbine speed sensor which can be replaced with the transmission in the car but the sump pan has to come off to do it