Glad it was painless and it looks like you are on your way!
Happy to help, which is why I have a couple of other mentions here:
1) I will assume that you have your style tags set up in the head of the document, which is correct BTW, in the proper way by having them in "style" tags?
2) The only potential problem is doing the heading tags in the way you did, is that you are defining the size of the heading tags for every instance where these tags appear...in other words, these tags will always be this size when they appear on your site. This is not a major problem for single pages, but if you have a multi-page site, you may not want all the heading tags displayed in the same way on all the pages. Just some food for thought...
4) As to defining the size in pixels, there are pros and cons. If we define a font-size as 40px, the browser reads this information as "hmmm, this font needs to be at 40px" and that's what it does. Sounds cool, right? Keep in mind that if no font information is given, then the browser will use the default settings it contains within its own little CSS file, which is why you had the earlier problem where you didn't define a font-size for your heading tags..
However (you knew there was a however coming, didn't you?), let's take a case where someone has their browser set to display the fonts larger than the standard default. Far as I can tell, your heading tag will just hang out on the page at the pixel size you have chosen while the rest of the text gets larger, which will probably throw off your layout and make things quite messy in the long run.
This is why I recommend that you use percentages or ems for the font size...with percentage, the heading tag will grow and shrink depending on how it is being viewed...whether on desktop, laptop, or portable device.
Kind of got long-winded that time around, but if you start off with good practices at the beginning then you won't have to waste time later going back and re-doing everything...believe me, I've been there...LOL!