The error message is improved on master:
julia> NTuple(i for i=1:3)
ERROR: ArgumentError: too few elements for tuple type Tuple{Vararg{T,N}} where T where N
That said, why not just use
julia> Tuple(i for i in 1:3)
(1, 2, 3)
or
julia> NTuple{3}(i for i in 1:3)
(1, 2, 3)
depending on whether you know the information at compile time?