I don't expect an onboard search function in this model. While it would be capable, no one is going to be satisfied with the text entry. Who cares if it's 20 seconds or more to search if it takes 2 minutes to enter the search string? I had a
Nokia 3650 for a couple years, and text entry was completely unintuitive due to the layout. I can only imagine it would be the same or worse on the reader.
Go To Page ____ function? Yes please. More than once or twice I've closed the cover on my book while it's on because of some interruption. Clumsily, I'll pick it back up with my thumb pressing the 9 or 0 button through the cover. Ten pages in I realize I'm reading the last chapter.
alex_d's idea of pressing any number key to bring up 'go to page' is great, since it would prevent that kind of hamfisted orangutan move.

Make it a feature that can be toggled on or off from the settings. Even doing it from the book's menu wouldn't be bad. There's certainly an open slot on the menu page, or under utilities.