Hi ipaqowner- welcome to 4WM
And congratulations on getting an excellent WM device.
Co-Pilot is not currently part of the Stellar package- some Orbits still come with a special offer of CPL6, though ALK have just upgraded Co-Pilot to CPL7 (see our review!). If you don't want the expense of buying CPL7, TomTom are doing a special 50% off offer on maps at present. There are some 'fixes' needed to get this if you are a new user, but as far as we know they are fully legitimate.
O2 should send you a new SIM card for 3G. When it arrives, you call Customer Services at which point the new card will activate and the old one will stop. There can be a 2-3hr gap while it takes place.
Have you got a data bundle with your O2 packeage? If you start using the Email and browsing facilities, you will need one; They do a 200MB bunble for £7.50. Without the bundle, data is charged at £3 per MB.
To conserve battery life, I'd also suggest turning 3G off unless you need it for serious browsing or file donwloading. 3G is a real drain on the battery and you'll improve it by 50% by turning it off (Settings/Phone/Menu/Options/Band- set the top box to GSM rather than Auto)