What is the Borderlands 2 Premiere Club?

I'm glad you (Graybush specifically) asked

The Borderlands 2 Premiere Club is a pre-order bonus. While there are other pre-order bonuses we are only discussing the Premiere Club.

And now here is your answer stolen directly from the Borderlands 2 FAQ:

What is the Borderlands 2 Premiere Club? How can I join?
Members of the Borderlands 2 Premiere Club will receive in-game items and bonuses. Access to the Borderlands 2 Premiere Club can be obtained by pre-ordering Borderlands 2 from a participating retailer.



What sort of in-game items and bonuses will Premiere Club members receive?
Premiere Club members will receive the Vault Hunter's Relic which boosts gear-hunting fortune, a Golden Key to unlock a rare item in the mysterious Sanctuary Loot Chest, a package of unique Gearbox Golden Guns to help you start your journey on Pandora, and a free download of the all-new Mechromancer character class as soon as she's available.