According to the iPod User’s Guide (for iPod Generation 3), “Your iPod includes the following components: iPod, 6-pin–to–4-pin FireWire adapter, iPod Dock (with some models), iPod Dock Connector to FireWire Cable, Apple Earphones, iPod Remote (with some models), iPod Power Adapter.” Also noted, “Some models of iPod also include a carrying case (not pictured).”
Thus, this iPod carrying case was included with some models of the iPod Generation 3. The carrying case is constructed of a rigid, nylon-covered enclosure with open sides. Elastic straps keep the iPod secure inside the carrying case. The inside of the case is a soft microfiber material and contains a small gray tag with a white Apple logo. The back of the case includes a durable plastic belt clip.
Source: Apple