The Soothsayer did deliver a famous quote, a scene or two before he reminds Caesar that the day is not over: "Beware, the Ides of March." This may be the quote you are thinking of.
The Soothsayer does not give Caesar a note...Artemidorus does. The Soothsayer speaks when Caesar says, "The Ides of March have come." The Soothsayer says, "Ay, Caesar, but not gone."
The note Artemidorus gives Caesar is his letter informing Caesar of all the conspirators and who he shouldn't trust in the Senate.