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It sounds like you have a T-Mobile device that had been previously upgraded to an ATT OS. Pretty common, and nothing wrong with that. Upgrading your OS shouldn't do any harm to your unlocked status.
As far as limitations, it depends on your carrier and the OS version you decide to upgrade to. Most of the time there are no issues at all, but occaisionally, a carrier will not provide the Service Books for another carrier's OS. This could limit your web browsing capabilities as well as have an impact on other features.
This is pretty rare, however. I would suggest you try it, if things aren't working right, you can roll back to your previous OS. The link below should help you with this:
How do I downgrade the OS on my BlackBerry? - BlackBerryFAQ