Problems taking pictures with nikon d40

The reasons for this could be one of the following, or even combinations of the following:

1) Low light. Especially if the AF assist lamp is set to "off"
2) Trying to focus on an even, single-color surface (e.g. a wall)
3) If you have set the camera to AF-C autofocus mode, it will keep on "hunting" with the slightest move of the subjects, causing lag. If you're not shooting (fast) moving subjects, make sure it's on AF-S or AF-A
4) If you have added a filter on the lens (e.g. a UV filter), remove it and see if it helps