An idiot's guide to Blackberries

Ok.
I've bought a Blackberry.
I've had an itch to scratch, and now I'm going to scratch it!

This leads to a few questions though!

1.
I'm currently on a O2 iphone sim only tariff (with 1gb data and a discount).
Can I just stick it in the phone? I seem to remember people going on about Blackberry bolt ons etc.
I notice O2 do have a specific Blackberry tariff.
But the other networks don't seem to mention it.
O2 don't like it when I use the sim in other phones (but I've done it lots of times).

2.
I seem to remember someone mentioning Blackberries use data for free abroad?

3.
As a complete noob to them, what do I need to do? I seem to remember there's some messaging service.
I hope phone / email set up is self explanatory.
Are there things I should I should install on the phone? How do I get media on/off the phone and synced up with my PC?