Believe it or not, Palm actually sells a Now You Know Treo book, which is a kind of Treo for dummies book.
The light should not blink after you turn off the phone's radio.
If you used a different HotSync name for the Treo, you've discovered that Palm Desktop stores all info (contacts, calendar, to-dos and notes) as specific to a user name and doesn't share them with other devices. You'll either need to select all events and copy them from the PDA user's account in Palm Desktop to the Treo, or use Palm's merge feature in Palm Desktop to copy them to the new Treo.
-------------------- Lisa Gade Editor in Chief, MobileTechReview