I recently got the new iPhone 4 but it doesn't have my contacts and old text messages etc. I previously had the iPhone 3gs. When I upgraded my iphone 3gs to iphone 4 they gave me a new sim card but it was basically a replica of my old sim card (eg.same number).
The iPhone can't actually read messages from the SIM card, you need to back it up to your machine and set the iPhone 4 up with the 3GS backup
iPhones don't use the SIM card that way. Sync the iPhone4 with iTunes and tell iTunes that it is a replacement phone. You'll then have the option of having all of the 3GS data installed on to the new phone.
You can do with your itunes for it you have to put them on your itunes.iTunes will backup everything on the iPhone. In iTunes, with the iPhone selected on the left, click the Info tab and make sure Contact syncing is enabled. Besides,there is a article about How to transfer contacts from iPhone to iTunes, which can help you transfer data from iPhone. Good Luck.