I am creating message board with two objects, ParentPost and ReplyPost.

I am thinking about changing it to just all be in one Post object so that it would be easier to do a single order by instead of having to do it twice and comparing the results (is there a "quick" way to do that?)

Is there any kind of performance reason to split them up vs having them in one object?

Thanks

Please explain you problem a little more in detail?
What do you mean with 'One to many pointing to itself' ?

It's clearly a one to many relationship, so map it that way.

If you're really interested in such a program, look at JForum and their database to get ideas of how some real industry experts have tackled such problems. May as well learn from the best.

Yes, considering that a post (ParentPost) can receive more than one reply (ReplyPost)
you must model it as OneToMany