Setting up your Accounts
The first thing you need to do is to get on the Google train. To even activate the phone you need to have a Google account. But don't just get the account then ignore it. You have a Google phone. Just like when you have an iPhone and Apple expects you to utilize its services, Google provides intense integration for its services into the phone--and these services are powerful and well worth getting to know.
First off, it is good to know that Gmail can act as your hub away from your cell phone. Your Gmail contacts are automatically synced with your phone (and vice-versa) so if you want to filter through, edit, or delete contacts on your phone you can do this on a computer where it is easier.
Secondly, if you want to have your Gmail handle your other email accounts you can do this as well. Again, set this up using Gmail at your computer. Open up Gmail and select Settings (top right corner) < Accounts and Import < Import Mail and Contacts. Then follow through the instructions. This will send all your email to your Gmail account which will then be sent to your phone. From that area you can also select which email address your Gmail mail is listed as sending from.
Lastly, Google Calendar is an incredibly functional and helpful Calendar that will allow you to keep your calendar with you everywhere you go. Try it out. Again, it exists outside of any specific hardware so you can look it up anywhere and any changes you make on your phone will show up on your computer and vice-versa.
Also, to make the most of the phone you should allow it save your passwords for easy access. Go ahead and set up the accounts you'll use a lot. Input your information for Google Checkout, Facebook, Twitter, Amazon, and any other service you use so that you don't have to type it in each time, which can be cumbersome.
Of course no HTC Hero guide would be complete without mentioning security. Be sure to set up the security. You can do this in Menu > Settings > Security > Require Pattern. This sets up a pattern for you to have to input any time you want to use the phone. If possible keep the "Use visual pattern" off for more security. As long as you change this pattern frequently and don't choose obvious ones it is an effective means of protecting your phone.