UV filter/circular polariser

Now just concentrate on taking awesome pictures (U don’t need much)
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I would get to know the camera functions etc b4 spalshing out on equipment. However a telephoto lens is handy to have, a flash gun (with bounce head) and plenty of practice.
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The Ace’s answer is aces.

Invest in a course at the community college or adult school or hang out with or join a camera club. Once you have a clue, you will know what is the best equipment to add to enhance your interests.

I’d agree that the Nikon 70-300 VR lens (and not one if their lesser lenses – PLEASE) is a great first addition. It’s "moderately priced" at under $500 and well worth the cost.
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One more vote for fhotoace & Dr. Sam’s advice above. I’d look at the 70-300mm VR, but if your budget can’t handle that, here’s two other suggestions.

1. Get the great 55-200mm VR. You’ll love the VR feature, as it steadies the camera and virtually eliminates camera movement and blur. I have the more expensive 18-200mm VR and absolutely love it. In fact, during a two-week trip across China this summer, it was the only optic I took along.

2. Look at getting a Nikon 70-300mm or other 300mm lens, and use it in manual focus. You can prefocus to the point of anticipated action and catch some great shots.

Here’s some shots I took from the 56th row, across the stadium, at the Cal vs. Tennessee game. I was using a Nikon D50 (same resolution and basic specs as your D40) and an older Nikon 75-300mm. The photos were shot at ISOs from 400-1600, cropped and resized.
http://www.spmsportspage.com/images/college/football/2007/California-45-Tennessee-31-09-01-2007/DSC_0065_GHYoung.html

If you have any other questions, please just ask.

I hope you find this helpful.
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Amateur & professional photographer for 45+ years
http://www.spmsportspage.com/images/college/football/2007/California-42-Louisiana-Tech-12-09-15-2007/DSC_8135_GHYoung.html