start with the manual. It’s very helpful.

Learn step by step with the manual. Some of the most important thing that you need to learn is shutter speed, aperture, ISO – how they effect each other and what they do.

Again, read the manual like the bible. It will be very useful. Good luck.
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You can save a lot of frustration by taking a class in photography. Then you will have the interaction of the instructor and your fellow students.

A single class will teach you more than you might learn in years of "trial and error" shooting.

All you will ever want to read about digital photography

http://www.kenrockwell.com/tech.htm
References :
proFotog

1. Read the manual.

2. Read the manual again. There’s lots of things to learn and forget about in any digital camera.

3. Take a photography course and/or borrow some books on photography.

4. This guide has many good suggestions. If you don’t understand the terminology, you need to pick up a book on photography.
http://www.kenrockwell.com/nikon/d40/users-guide/index.htm

5. Experiment a lot! If you’re going to shoot an event, be sure to do a dry run a couple days ahead of time so you can figure out if you need to adjust the white balance, need a tripod, avoid mirrored or glass walls, turn off the focus light (stage acts don’t like the focus lamp!), select the proper lens, set the EV control, … This fake session will allow you to learn about your camera while the pressure is off.

6. Snoop around Ken Rockwell’s site. He has many interesting articles.

7. Learn to use a flash outdoors in bright sun lit conditions!!!! Fill flash can make the difference between a good shot and a really lame shot.

The D40, unfortunately, does a poor job with exposure metering. Nikon has put out a couple cameras with this lame metering recently. Learn to shoot in the Program mode so you can override the exposure settings with the EV control. Everything else about the D40 is fantastic. Have fun!
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