If you have a SQL CE 3.1 database please run the converter to update it to 3.5 first. If you try to migrate a 3.1 database you will get an error telling you that your database version is out of date, please run update on the source database.
Data types are the same for VistaDB and SQLCE so conversion should not be a problem. Indexes are well supported and should convert with no problem.
Since TSQL procs and CLR Procs are not support in SQL CE there is nothing to import or worry about conversion.