Well, first off, Welcome
Food Joints: For Pizza, Dion's (It's seriously good) For mexican food, I personally like Sadie's, but Papa Felipe's is a close second. For a good burger, there's Lotaburger, Bob's burgers, but I like Lotaburger more.
Just a tip for any of the local restaurants, if they ask you if you want christmas style, it just means a combination of Red and Green Chile. Green Chile seems to be a city wide favorite though
Hiking: Any of the trails in the foot hills i.e (East Ends of Candelaria, Comanche, Indian School streets) provide quick, easily accessible hiking trails. If you're looking at something a little different, you can try any of the trails around Sandia Peak. Directions are fairly easy to it, East I-40, Tijeras Exit, take a left, continue for about 15 minutes and there's pretty good signage too. It's hard to miss. Lot's of picnic areas, sledding, even a ski resort within an hours' travel of ABQ
Hope this helps