Considering you have four cores it seems right that your computer shows 4 temperatures which is common.
You can also get a program that checks only the cpu temp if you would like to confirm that.
At 40C a gpu would indeed feel quite hot to the touch but that really isn't that dangerous of a zone so I doubt it would be any problem at all.
I am a little skeptical on my own theory since I don't commonly see cores vary in temp so much so a check with something like http://www.alcpu.com/CoreTemp/
which I use would help make sure I am not full of hot air :P