Here is an SSL handbook for 5.0 FortiOS http://docs.fortinet.com/uploaded/files/1081/fortigate-sslvpn.pdf
By default there are three pre-defined web portals: full-access, tunnel-access and web-access. If full-access or web-access is applied to the user group that you belong, your FortiClient on iOS will be able to connect and download bookmark list, even if the bookmark list is empty. But if tunnel-access is applied, you will get the " Could not load bookmarks" error.
The difference between web-access and tunnel-access portal is, web-access has widget of bookmark type, whereas tunnel-access doesn' t.
Your FortiGate admin may create new portals. But they need to have bookmark type widget for FortiClient iOS to connect successfully.
FortiOS 5.2 may be slightly different by the main idea still apply.