I'm guessing you are using a DX lens and the camera is in FX mode. The DX lens will only cover a portion of the FX sensor, so the black you're seeing is where the lens isn't projecting onto the sensor. You can put your D800 in DX mode to work with the lens, but it will only produce 16MP images from the middle portion of the sensor. Not a "problem", but you're definitely not taking advantage of the full potential of the camera.
Check page 80 of the manual to see how to select the right mode for your DX lens. Depending on the lens, the camera can be set to automatically change modes provided the lens has the ability to tell the camera it's DX (most/all Nikon DX lenses do this).
Nice birthday present, btw. Maybe you can get a 24-85mm for Easter?