The CSC-STD-002-85 "Department of Defense Password management Guideline"
(Green Book) document specifies several guidlines for password managment. 
Among these are auditing features for the user to be able to quickly
recognize any illegitimate usage of his account.  This information is
generally supplied by PAM, and tends to include:

 - Date and time of last log-in
 - Location of last log-in, including vc, pty, or display (vc/1 physical
virtual console, pty network console {i.e. ssh}, or X display such as :0 or
:1 or possibly a remote X display); physical location class ("local" or
"remote"); and, for remote log-ins, hostname and/or IP address of prior log-in.

    Specific areas addressed in this guideline include the responsibilities
    of the system security officer and of users, the functionality of the
    authentication mechanism, and password generation.  The major features
    advocated in this guideline are:

      * Users should be able to change their own passwords.
      * Passwords should be machine-generated rather than
        user-created.
      * Certain audit reports (e.g., date and time of last login)
        should be provided by the system directly to the user.
-- Excerpt from
http://www.radium.ncsc.mil/tpep/library/rainbow/CSC-STD-002-85.html,
Section 1.0

      * Auditing
        Password systems used to control access to ADP systems that process
        or handle classified or other sensitive information must be able to
        assist in the detection of password compromise.
-- Excerpt from
http://www.radium.ncsc.mil/tpep/library/rainbow/CSC-STD-002-85.html,
Section 2.0

In leiu of the above, I believe that an option to retrieve said PAM
information upon user authentication and display it to the user in a
message box, and preferably to allow the user to cancel and kill his log-in
and avoid potentially running a startup script containing a malicious
program during a legitimate log-in, should be added to GDM.  It can
initially be implimented as a simple pop-up dialog initially, but in the
future it could be implimented in a similar way as the "YOU'VE GOT CAPSLOCK
ON!!" warning to achieve a more aesthetic result while still gaining the
same functionality.