[DMSmillie]

Page numbers won't yet be available for all books - just some. You can tell if a book has page numbers enabled by checking its details on the Amazon website - if it gives a "page number print book ISBN" in the product details, the book has page numbering enabled. To get page numbering for books (which have it enabled) that you already own, you have to switch on 3G/WiFi and allow the Kindle to sync with the Amazon server - there's an additional file that needs to be transferred onto the Kindle for each book which has page numbers enabled. Some people have reported a few books that had to be deleted from their Kindle and then re-downloaded to get the page number file, but most appear to have updated simply by synching the Kindle.

Edit to add: Oh, and I just remembered something else I've read a few people report, and that's that some books have pages at the start of the book which don't have page numbers (things like title page, preface, foreword, etc) so you might have to page forward until you get into the actual book content before seeing page numbers when you press the MENU button.