I completely believe you, I'm just curious how it actually works.
How can this phone, fresh out of the box, know that it should be associated with my phone number?
I was in CA a few years ago when my GF gave me the 2G for my birthday. Like you, I was coming from a dumb phone and didn't understand how I could activate without calling or going to a store, but really, all you need to do is plug into iTunes. you set everything up with your carrier through there, when you purchased the phone it links to your account.