Like shutter speed, aperture is one of two factors that determine how much light your camera's sensor is exposed to when you take a picture (exposure.) Controlling your aperture gives you more control over exposure and more control over how your image looks. The simplest way to begin experimenting with aperture is to put your camera in "aperture-priority" mode. To accomplish this, rotate your camera's control dial (indicated below) to "A" if you have a nikon camera like the D40 or "Av" if you have a canon camera.
In shutter priority mode, winding the command dial (indicated below) will change your shutter speed and your camera will do the rest of the work to produce a correct exposure. (If you have a camera with two control wheels, then the one on the front may control aperture in this mode.) As you peer through your viewfinder, you will see a number with an "f" in front of it changing as you wind. That number indicates your aperture. Remember that as that number gets larger, your aperture gets smaller.