Not that I recall but when I go to "contacts" on the old device I'm mailing back it brings up a message saying there are contacts saved on the Sim Card and asks me if I want to transfer them to address book.
Did you send it back in the same box they sent it to you in?
If they are sending you a replacement, wait for it to come. VZW will include a FedEx prepaid label.
If you are returning it, use your original box. There should be a FedEx pre-paid label in there (there was with mine). If not, find your local FedEx store and send it back.
Go into contacts and then "bb menu" then "sim phone book" to see if there is anything on the SIM. Contacts aren't automatically saved to the SIM, you have to add them.