Last week I just finished my first rig that I personally built, its CPU is Pentium G2020, when it was new it idles at 33-37 Celsius, but now after a week or so, it idles at 38-41 Celsius...is this normal?
You should be worried if the CPU temperature gets high enough to make the CPU throttle (it lowers it's speed to protect itself). What's the temperature when you run Prime95 torture tests for at least 15 minutes? While running it, use CPU-Z to monitor the CPU to make sure that it keeps on running at full speed. Peak temperature is far more important than idle temperature.