Ok, I'm going to attempt to address all of the issues hes mentioned so far.
-The AIM issue:First of all, AIM for Mac isn't universal binary. This means it wasn't made for Intel Macs. It will be slower on Intel Macs, and even on a PowerPC Mac it still sucked. Download adium at
http://adiumx.com or use iChat, whatever you prefer.
-Failed mounting image:Repair Disk permissions (go to the little blue magnifying glass in the top right corner, search for Disk Utility, and then open that. Select Macintosh HD on the left side. Then, under the First Aid tab, click Repair Permissions).
--if that doesn't solve the problem, either go to an Apple Store and talk to a genious about why this isn't working, or reinstall Mac OS X. To reinstall Mac OS X, insert Mac OS X Installation Disk 1, start the computer holding C and then go to Utilities menu>Disk Utility>select Macintosh HD>Erase it(Warning, this will erase all your data). Then, close Disk utility and keep going with the installation wizard.
-For Safari/Firefox, its a matter of personal choice. There's also Camino, which is a more Mac like version of Firefox. Personally, I like Camino. If you choose Safari, download Firefox anyways just to have it around.
-You can open as many applications at once as you'd like. You don't have to quit Safari to use AIM, for instance. If you find you open a lot of applications at once, buying more RAM for your MacBook will greatly increase performance.
-About the "why do they put the OS on there already"--most people never have problems with the way that it's set up. Your MacBook is the rare case of a software problem during installation. The discs are included so you can reinstall the OS if your hard drive fails or you have a problem such as the one that you're going through. Some people also like to reinstall the OS when they get it so they can customize what goes on it.
Once you get used to Mac OS X and how to do things on a Mac, you'll be enjoying yourself a lot more.
Steve