for example: can i use montblanc inks on a parker pen or are they all the same?
also, what about colors, can i fill in difference types of colors on the same pen after depletion?

General answer, yes. You can use pretty well any brand ink in any brand pen.
There are some ink makers like Private Reserve and Noodlers who do not make pens at all.

Specific answer, you have to be careful about rinsing out certain inks, and not leave them in your pen for too long. Search on the FPN for discussion about Montblanc and Lamy Iron Gall inks.

If you want to change the type of ink in your pen you should rinse it out and shake as much of the water out before changing. In most cases, it won't be a problem, but some inks don't like to be mixed. As well, if you are going from a black ink to a light blue, and you don't get rid of all the black, then it will mix with your light blue to give a darker blue than you expected.

There is a section here on ink mixing recipes. It's easier doing the mixing outside of the pen, and then putting it in the pen.

cool, im about to purchase my first fountain pen, probably going for the parker sonnet. btw, does it come equip w/ inks in the box or do i need to buy the inks separate?

http://www.parkerpen.com/en/discovery/product/sonnet

I believe most parkers and many other pens come with one cartridge to get you started, but you have to get extra carts/ink/converter separately.

If you want a good starter ink, just to get accustomed to how it works and if it's for you, I suggest parker's own quink. I say that because some people don't like to use bottled ink, so it's better to try it out with a simpler ink first.

what exactly is converter ?

The pen will not come inked. Depending on the retailer, they may include a cartridge with the pen. You can probably buy ink where you purchase the pen. A converter is what allows a cartridge pen to take ink from a bottle. Whether you get one can depend on where you are. Where I am pens that are said to not come with converters(low-end parkers, Lamy safaris etc) come with converter inserted. For the Sonnet however, I think they do provide them.

A converter is a detachable ink-pump and reservoir. It should (sometimes they don't) come with the pen. If it doesn't, just go over to a good pen shop and say: "I need a converter for a Parker Sonnet fountain pen". If the clerk behind the counter has any idea what's going on in his own shop, he'll be able to find one for you.

I do it all the time without problems. Actually, some of my FPn's like more an specific brand than others, dependinf on their own intrinsic characteristics. Find one that you like, and try others. My advise for an all time favourite is Waterman Florida Blue.