Hot means fast and this is a good thing, within reasonable limits. 40W is fine, just don't touch the PCB for more than few seconds at a time because unregulated 40W irons get hot enough that it's possible to soften and move small PCB traces by accident if you keep pushing on them for too long.
If you have problem removing old lead-free solder it helps to put a small drop of fresh solder on it, instead of heating it for hours like crazy.