I have the exact same phone and I love it. Before this I had a Treo 650. I'll try to answer your questions as best I can.
1. Everytime i get an email, its going to show up in my email that it was sent to, as well as the messages thing too? can i set it up differently?
Unfortunately, it has to go in both folders. However, if you read the message in one folder it will mark it as read in both.
2. As far as messages go, is there anyway to create categories so that one is incoming messages and the other is sent messages...is kinda weird seeing all of them together
Again, AFAIK there is not a way to do this. However, it's easy to see what is a message you sent and what is a message that was sent to you based on the symbol next to the message.
3. Can i use my aim instant messaging with this phone? I'm not sure how to go about doing this if possible?
I'm not sure if you can, but if you go to Blackberry help on your phone's web browser you can download software for Google Talk, Blackberry Messenger, and Yahoo! Messenger. So, I imagine if you could use AIM IM then you would need to download some kind of software.
4. Does anyone have any reccomendations on how to setup the blackberry to get the most out of it?
I'm not sure what you mean. One thing I did was hide a lot of the icons that I don't use. Also be sure to check out the free software you can download from Blackberry Help on your phone's browser.