It sometimes happens for no reason with a new keyboard. When I got a 9800 from a 9000 I got very bad pains. Give it some time for your thumbs to adjust and you'll be all good.
This happens to me and my doctor said its definitely from excessive use of my phone. Sometimes I type extremely long work emails if I'm away from my desk.
You just need to rest it for a few days. Since i have a Torch I usually try to use the touch screen and my index finger for a while.
Could just be that this keyboard is wider than previous blackberries and you hand has to take time to adjust. Maybe rest for a day and put ice on the hand and see if that improves anything.
Bear with it, it's such a joy to compose BBM's with it fun fun. Anyways it just takes some time i guess.
Atleast i haven't felt any or a slighty pain when typing on the 9900, but using the 9780 now and that's quite crampy for me.
I also had troubles with the phone when I first got it. The phone is so much slimmer than previous berries that I alsways felt like I had to grip it in a weird way. I grabbed the blackberry brand hard case and it allows me to grip the phone better. I really think giving a nice grippy case a go will solve this for you.