Big Welcome Gail !!!!!! So glad you decided to post !!!!
Made a good exposure with detail in the dark feathers and focus seems to be in the right place Eyes area !!! As presented can increase the contrast a bit for the blues Framing wise we always want less space behind the bird and a little more in front Direction he is looking also takes him out from the center of frame.
Would suggest increasing your ISO for a faster shutter speed 1/125 is marginal and it shows is the slight blur in the image The D40 is a good performer and would not hesitate to shoot around 640 Would also shoot wide open to maximize the speed. I shoot wide open a lot and only close down for birds that are very close (if I have the speed)
For these guys try lining a bg before making the image .... the 2X4 won't win many prizes :D:):) Hoping to see lots more !!!!