First of all, Welcome to the BMW X5 family.
1. Can I put a OEM Navigation in it? If So how much will BMW charge?
Answer: Yes you can but don't. Its not worth the cost, Its best you get a Portable navigation or you can buy one of those in dash navis that are like $500ish and have a shop install it for you with a double din dash bazel
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2. When I get out of car i have to pull the handle twice to get the door open if i don't unlock the doors first is this normal?
Answer: Yes, It is normal but i would not recommend you changing it. Once you get used to that style of opening and auto locking it becomes handy. Your choice though.
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3. Engine light goes on and off. the car runs great though i don't really feel like paying for a diagnostic. I took it to autozone and had them plug there machine in it (I realize its not the best way) and got a few codes one of wich being air flow issues... so i traced the tubing to the air filter and one of the clips was not fully clipped and air was leaking through. fixed that and light went away...then came back on..then off....then on? But i do hate looking at warning lights.....the airbag light is on as well.
Answer: Try and find a local mom and pop repair shop that have either an ODB II or a Launch X431 Diagnostic computer. Simply do a scan, clear the codes under the engine and then try until the light comes back. If it does not return then great everything is fine, if it does then go back to that mom and pop shop and tell them to diagnose it again and see whats wrong.
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4. Is it possible to get black window trim? not a big fan of chrome.
Answer: I have the silver trim myself all around my X, I looked into the cost of replacing JUST the trim to black and the dealers give me a cost of between $1200 to $1800 USD. I was amazed at how much something like that would cost. I honestly do not feel it is worth it so i stuck with the silver in the end.
Good luck with you and your X