I am changing the pull switch on ceiling fan for light. The ceiling fan has one black (hot) and one white. The switch has two black. Does it matter how I connect them since both on switch are black?

You should have a black and a white wire coming from the fan fixture. If the switch is in the canopy the black and white will be coming from the ceiling. You should also have a black and a white wire going to the light fixture. (The wire going to the light may be blue) Connect the two white wires together. Connect one black from the switch to the black coning from the fan fixture (or ceiling) and connect the other black from the switch to the black (or blue) going to the light fixture.