New Nikon D40 user

Hi all,
I'm new to the forum and had a few questions for the resident experts...

I've just played around with the camera a bit and am a bit lost..
what do you recommend as far as indoor picture taking, should it always require a flash..
My previous camera was a Sony Digital ( not to compare) and I notice that if the flash is off, the pics didn't look right, even blurry at times.

I'm assuming the D40 has more capabilities of shooting without flash.

Any pointers for a newbie?

See this thread in viewfinder http://forums.photographyreview.com/...ad.php?t=48858
And especially this one http://forums.photographyreview.com/...ad.php?t=38073

Inside without a flash requires a fast lens, such as the 50mm f/1.8 or even a 1.4. The 50 f1.8 can be had for around 100 dollars.
It sounds that you fell for the advertising and all the great photos you can get scheme. You can get great photos with a D40, even interior ones but it takes study, knowing your camera, and being able to recognize the lighting requirements of the situation you are shooting.
Your fuzzy interior shots without flash are because your shutter speed was too slow.
It needed to be slow to gather enough light to form an image. It was fuzzy due to camera movement while the shutter was open. Anything under 1/60 th of a sec or 1/30th if you are super steady will cause fuzzy pics due to camera movement.
There are 3 camera controls that work together. Shutter speed, aperture, and iso speed.
What lens do you have? Does it have an aperture of 2.8 or larger? Remember the smaller numbers equal the larger aperture. F/22 is small...f/1.8 is big.
Larger apertures let you use faster shutter speeds. The iso settings give your sensor more or less light sensitivity. Using higher iso numbers will allow you to use bigger apertures and faster shutter speeds but the higher the number, the noiser your picture will be. Noisier = grainier.
I suggest looking at the nikon digitutor for the d40. Find it here http://forums.photographyreview.com/...ad.php?t=38311
Its easier to follow along than the manual.
To get the best out of an slr you'll need to study a bit, learn how shutter speed, iso, and aperture work together, then you can start learning where to focus, about depth of field,(related to aperture), composition, etc et.
Don't let this overwhelm you. It may at first but will become second nature with time and practice.
When you have trouble, ask the questions and/or post some pics in critique forum and you'll get helpful advice on how to improve.
Welcome to the best photo forums with the best people from beginners like yourself to long time pros, all willing to help those on the adventure of photography!