Most new pistols tend to be a bit tight at first. If after about 500 rounds the trigger has not smooth out enough for you then you may want to consider getting a trigger job.
As for the difference between .40 and .45, they will both kill a BG. I enjoy both, though at the moment I don't have a .45. Ammo for the .45 has gotten very expensive and often hard to find. .40 ammo seems to be just about everywhere and is cheaper.
The basic idea behind the development of the .40 was a round with the ballistics of a .45 with the recoil of a 9mm. It does well on both counts.
I had not been a big fan of the .40. I always felt if I wanted more than the 9mm offered it only made sense to go to the .45. However, I recent aquired a XD40 service and absolutely love shooting the .40. The .40 will serve you well. Don't get hung up on the caliber wars you will so start reading. Although the .40 is relatively new on the firearms scene it has proved itself when needed.
The 9mm has been around for some 108 years, served in military and police forces around the world and been involved every war since it's introduction. It has a long history and left many bodies behind.
The .45 has been around for nearly 100 years and has also distinquished it's self in military and law enforcement use. It is a solid and dependable round.
All three, 9mm, .40 s&w and .45 have recorded quick kills and instances where multiple shots were required to end the fight.
Your .40 s&w is more than capable of protecting you and your loved ones. Practice with it, take care of it, and it will take care of you.
- shame on me) 
