Someone will give you the definite answers for the MSN thing (that's messenger, right? You'll probably have to settle for the built-in Google Talk I suspect), and I don't know what jacking/snarfing is.. but if your K800i is on, with BT enabled and visible, at the time you first start up your N800 it should see it and pair just beautifully. At least my K700i did. It works very well to browse the net through a GPRS connection, much better than I expected. Of course wi-fi is faster (and cheaper) though.
What it doesn't do for now at least is handling java applets. It can do flash, but not high performance (it's flash7 I think, while the latest and greatest is flash9). The screen works great for the desktop version of gmail, which should give you an idea.