when you flip the breaker for that outlet, both hots die? or one stays on? If it is a single breaker that controls both hots, I would not worry about the reasons there are two on an outlet that doesnt have the bridge removed. If it is two separate breakers controlling the two hots, then I would want to know why.
But as kok says, I would use one of the hots to power the switch, and you could put in two switches and run a 3 wire from the switches to the fan to separately switch the fan and light instead of needing to use the pull chains. You can also put in a dimmer made specifically for fans to control the fan speed from the wall too....
you have two black in the receptacle box and no others? and both of these are hot?
Test across both the hots, putting your tester on both hots at the same time, and post back of you get a reading or not. I am thinking they wired that one up for 220 for some reason... do you remember if both the blacks were on one side and both whites were on the other side? or was one black on one side and one black on the other?