I am thinking this may have been a fluke-error...or the SIM card is not compatible with T-Mobile's data services which is causing a weird reaction on the device. You didn't specify if the error occurs each time you reboot the phone...?
I would suggest going to a local T-Mobile USA store and they should be able to provide you a new SIM card if necessary, and also offer any plan changes that may be required (depends what type of plan/old phone you had).
Also, depending on what type of data service you previously had, the data 'option' might not be available for the new device.
Without knowing details of your plans, specifics of the SIM card revision, and a few other details, it's near impossible to determine why data access is not working.
A stop @ a T-Mobile corporate retail store and you should be back in business.
OR: You could work with T-Mobile support (call from a different phone) to activate the new SIM it sounds like you have....(And they can also help with any plan change requirements).
As rinthos stated, there are a couple of factors that could be causing your web not to work. If you know the data plan is correct, a few settings may need to be changed. Check out APN settings for data and picture messaging (MMS): Android to verify everything is set up properly.