It's a common enough issue: you hear about an awesome new series that's coming to Sky some time in the future, or a film which is soon to hit the relevant channels, but forget to actually watch either. With Never Miss, Sky is doing its part to reduce the chance of that happening.
The idea is simple: log in to your Sky account, head over to the Never Miss section of the website and select the film or series you wish to have Sky keep you updated about. Sky will then send an email reminder out before such viewing fodder is to be broadcast.
A sky subscription isn't needed to use the service, although its usefulness is obviously diminished without one. Sky+ and Sky+HD subscribers will see the added benefit of being able to schedule recording of series and films well in advance of their appearance on Sky's EPG - definitely a worthwhile feature.
Never Miss is oddly stated as a beta for the moment, but so far as I can tell that doesn't actually impact on the service's operation so get going if you're the forgetful type.