[pj94z]

I recently bought a 2009 BMW 335i sedan wit 33k miles.
(sports/prem pkg, CPO and MP)

I noticed that the brake parts look very rusty...the calipers look rusted and also some other parts near the calipers (not sure what its called )

So, is this a bad thing? Can i fix it ?

[tofu-]

could clean it off and paint them... that's about it

[kjang]

not a bad thing, most of the brake parts that you can easily see that are rusted have no adverse effect. cosmetically, some people do clean off the rust and paint the rusted parts

[yakev724]

those clips you see rusting are pretty cheap so you can just replace them, not a big deal.

It's normal for rotors to rust after a certain amount of time/exposure.

Surface rust on the calipers (I see none in your photos) isn't a big deal, but I'd personally tend to it. You can also paint the calipers (G2 paint on ebay has a good rep), giving them some protection from rust.