i noticed something was hanging from underneath of my car, it turned out to be some piece of protecter lining, it was about a size of a thumb, is it neccessary to ask the dealer to spray some lining to fill in that spot?

 

Could have been a patch of undercoating that came loose. Yes get the dealer to look at it, and re-apply where necessary.

 

maybe, it felt kind of rubberish

 

I have the same problem. Mine was about the size of my palm. This happended after I ran over a piece of crap debris in the road.