If you have a blackberry data plan -- which it sounds like you do, if you are using blackberry messenger -- and you do not have the blackberry browser icon on you device, then it would seem you didn't get the service book.
See
How do I resend my service books? - BlackBerryFAQ.
If you don't have a blackberry data plan but somehow someway got the device with some of the service books installed -- and hence are able to use blackberry messenger for the time being -- then you will need to get a blackberry data plan on your account if you want to keep using blackberry messenger and other blackberry data services.