My iphone 4 shuts off and won't come back on and sometimes when i send a text the other person gets a blank message. Just got this phone and really don't want to put up with a bunch of problems

I just got the i phone 4 on Friday and it has shut off and not come back on twice. I was able to get it to come on by holding the top button down for a few seconds but i don't want to have to do that. Also, i am having a problem with texting, i will send a text and the person on the other end says that I have sent a blank text. Just need to know if this is something that is going to continue because if so then I will take it back and get a Droid

Assuming the phone isn't jailbroken, the basic steps (as needed) are:
Restart phone (you already did this)
Reset phone
Restore phone in iTunes using a backup
Restore in iTunes as new, without using a backup
See appendix B of the User Guide for details
http://manuals.info.apple.com/en_US/iPhone_iOS4_User_Guide.pdf
If your phone is jailbroken, this is the most frequent cause of the problems you described.  Restoring could permanently brick the phone.
Note that your iOS is old and the current version is 4.2.8.  It's odd that it wasn't updated when your activated your phone in iTunes, being that you got it last Friday.

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