To enable the Emoji keyboard go to Settings > General > Keyboard > International Keyboards > Add New Keyboard
Choose Emoji, then whenever you're typing, you'll see a globe beside the space bar allowing you to access emoji.
OMG!! Thank you so much for that tid-bit! I just came from a BB and was kind of missing a few of it's features. Now I'm getting back on track with all these "Little Things" which are BIG things for me and my new iPhone!