I was under the same impression when i watched demo videos of the n900 before it was released. When i recieved my n900 i was a little disappointed to find that this was not the case. Its not a huge issue but it is a little annoying when i start a conversation with a friend over SMS and they switch to gtalk. I know all I have to do is open a new chat window but still, i would like everything all in one place so i could read the conversation in its entirety later.

I do have all my contacts set up as pegasus stated: one contact card with their gtalk info as one of the contact methods so that will not solve the issue. I think to truely have one thread conversation per contact would require changes to the maemo messaging client or the use of a third party messaging client.