You may need a different data plan for your iPhone then the one your have with your BlackBerry. For example, with AT&T in the US, there are different plans for each. I'd call your carrier to confirm. The pricing should be similar if the plans are different.
For the activation, all you need to do is put your SIM card in the device, install iTunes on your PC, connect the device to your PC and iTunes will walk you thru setting up the device. Pretty easy to do.
EDIT: Moved to Handheld Forum.
No longer a BES Admin, but it was fun while it lasted!