Turns out the headset is not bundled with all versions of the console. Retailer listings for the Day One edition say you get the Xbox One console, a Kinect sensor, a commemorative controller, the "exclusive achievement" and a HDMI Cable. For the normal edition it's the same but without either the special controller or the achievement.
Apologies for the confusion.
Microsoft has released images of the Xbox One’s bundled headset and it’s really rather nice.
A far slicker affair than the version shipped with the original Xbox 360, the headset is all black with a nice looking green accent bit near the headphone.
The kit supports wideband digital audio and comes with a unidirectional microphone.
In addition to this, an image of the official play and charge kit for the Xbox One’s controller has also been released. It looks like a play and charge kit.
Images are below.
The Xbox One launches in November and will cost $499 in North America, €499 in Europe, and £429 in the UK.
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