So I’ve just started to play the new dlc for Destiny and I got the message that Requires year 3 Gjallahorn after I finally got the item. If you got this message after you got your Gjallahorn, don’t worry, it’s normal. What you have to do is just play the story line. Then, after some missions, you will get an item that is required for you to acquire the weapon.
Source: Gjallarhorn year 3