Some of these terms can be a little confusing and they pretty much mean the same thing today as they did then.
GPRS – General Packet Radio Service – a packet oriented mobile data service on 2G and 3G networks according to Wikipedia.
APN – Access point name. This is the access point mobile phones need to access their network and for their network to communicate with their devices. Some devices require manual configuration using the settings at https://vsenn.com/att-apn-settings/
and other device do it automatically.
IM Server – This is a middleware server/program that handles incoming and outgoing messages from different programs.