If you're starting Mass Effect 3's new Citadel DLC, you'll have to follow a few steps to get going. It's a two-part download, the first part is the one you pay for, but you'll have to manually search for the second part. (I found it on the XBLA page with minimal hassle.)
Once you've downloaded both parts (they're both 2GB), fire up a save at any point after the Cerberus attack on the Citadel but before embarking on the final assault on the Cerberus base. After that, you have to go and check your in-game email to get the message about Anderson's apartment.
I'd actually forgotten that last step was necessary. It'd been so long since I'd played Mass Effect 3 that my memory of the game had atrophied a bit, and for a little while I couldn't for the life of me figure out why a new mission wasn't turning up in my journal. Then—eureka!—I remembered that I'd have to check my in-game email.
If you check your inbox, you should see the message above about shore leave. Follow those instructions and your final Mass Effect 3 adventure will get underway.
I'll have more on the Citadel DLC in the near future. Immediate impression: It's nice to see my Commander Shepard again. It'd been a while.