Myocardial infarction-like condition, weird ECGs?

Yesterday early in the morning I had abnormal tightness in chest and waited two hours before I asked a family member to drive me to the hospital. On my way there I experienced a suddenly increasing tension in the chest that was terrifying. I went to the emergency room and the tension went away for a while then came back again as they were taking my ECG, then away again. After blood test, X-ray and two more ECG readings, the doctor said he doesn't see a "major heart attack" but the ECGs are "not normal" (even the readings taken when I felt better) and "maybe I was born with it", then released me from emergency.

My family doctor ordered a cholesterol test which I'll be taking in a few hours. The test form states "risk of coronary artery disease". I am expecting poor levels due to over a year of inactivity. I started jogging and walking a week ago though, and intend to keep doing so daily.

Thoughts and advices are welcome, in particular on what the emergency doctor meant

If your doctor is absolutely confident you did not have a heart attack you should undergo a treadmill stress test that may serve to reveal abnormalities under stress that are not evident on the resting ekg. Given the type and severity of your symptoms if the test results do not clarify the situation I would consider coronary angiography-- if for no other reason than to be able to reassure you that you that this chest pain is not the result of life threatening coronary blockages.

EKG can sometimes register "pseudoinfarction patterns." An acquired example of this be the conduction abnormality left bundle branch block which can look like a heart attack. The congenital or "born with" example is Wolff Parkinson White syndrome. This is an electrical abnormality of the heart that can look exactly like a heart attack but is not.

How old are you?

There are many thing that can mimic a heart attack on EKG tracings, from a congenital (born with) abnormality in the electrical pathway such as a bundle branch block (harmless, by the way) to an infection to it simply being a terrible tracing.
I suggest you see a cardiologist, because although doctors are great, general practitioners and E.R. doctors don't know enough about the heart to tell you for sure what is or isn't wrong.