I had the same problem on my d5300. The little hand symbol would appear whenever I used a VR lens. I don't remember it doing it at first and my other friend with the same set up and lens as me has never seen it. Glancing through the manual I finally found where it mentions it though. On page 18 of the introduction it says that it just appears whenever Optical VR is active. I don't know why some people don't have the symbol, especially since I can clearly tell my friends camera is using VR without the symbol appearing.
-Nick