Welcome to the forum Alex. You will not find a nicer, more talented, helpful, and experienced group of photography lovers anywhere.
I started out with the Nikon D40 myself. It is an excellent starter camera and gives great results, especially at the price it sells for now. If I were to do it all over again however I would go a step up from the D40 as Asher mentioned. The D40 does not have its own auto focus motor drive. That means that for auto focus lenses you will be forced to purchase the AF-S lenses that have the focus motor built in. Nothing wrong with that but the AF-S lenses are just more expensive than non-AF-S lenses. There are a lot of older Nikon lenses out there that are wonderful and less expensive that you could put to better use on a higher model than the D40. You can use these lenses on the D40 but you will have to manually focus everything that is not an AF-S lens. The D40 also does not have the exposure bracketing capability or a mirror up function, both of which I found myself wanting soon after getting started with my D40. Just a little more food for thought.