Are you getting No More Heroes: Heroes' Paradise from GameStop? If you pre-ordered it you're also getting a Beam Katana and a motorcycle. No, not a real Beam Katana, though your PlayStation Move controller will make it feel like one.
No, these are downloadable bonus items that you'll get with your pre-order. GameStop says that you'll get an "exclusive badass motorcycle," and not just a regular one. Neato. You'll get it and the katana via an email if you buy online, or via a code printed on your receipt if you buy the game in-store.
NMH: Heroes' Paradise comes out on August 16th, so you still have some time to get that order in.