To see what OS you have, go to Options > About
To see the latest released OS for your device, check the sticky threads at the top of this forum section. There are instructions in the link on how to do it. But if you are new to the BlackBerry, I suggest you wait and get familiar with the device before updating it.
To delete the BlackBerry browser history, while in the browser to to Options > Cache Operations and you can delete it there.
I don't know about Opera.
I'd suggest you read the BlackBerryFAQs, link in my sig. Also check this link for lots of tips and info that will answer many questions. http://www.stinsonddog.com/