TLDR: If you have $250 go find a used D3400.
I'm still an active user of D60 (basically the same thing as D40x).
Is 10MP enough nowadays ? (I will not print poster a priori.)
I'd say yes because most phones are still in the 12MP range and that's proven enough for most daily uses. Also computer display have settled at 2MP for a decade and is slowly moving to 8MP so 10MP should still be good for a few years.
I also see a significant difference in the ISO range. Does it matter?
Depends on what you shoot. Most of the time yes it matters and D40x kind of sucks from the beginning. It wasn't the best when it was first introduced and is absolutely terrible by today's standard. I'd say stay below ISO400 if you can and don't expect anything above ISO800.
However, if you have control of your creation process then ISO doesn't matter. If you use a tripod and a IR remote, you can shoot minutes of exposure at ISO100. Or you can use flash light for indoor shooting. If you are getting serious about photography you should not shy away from tripod and flash light anyway.
But that said, noise level at ISO100 is not ideal on this camera. You won't see perfectly clean shadows even at ISO100. Taking good low-key (dark theme) pictures with this camera is tricky for this reason. I always find myself cranking up the exposure then push it down -2EV in post just to suppress noise. With newer cameras this won't be necessary and you can pretty much shoot at your desired exposure directly or even go under to preserve high light.
What about the rest of the body ? Is the technology really old
compared to what it is done today ? (I don't care about stuff like GPS
Yes it's not only old but not good from the beginning. 3 focus points is very limiting. If you want to do portrait or macro work it limits your composition a lot. And focus isn't fast either. You can get away with GPS and Wifi with FlashAir card, the card will attach GPS data to the image when it's transmitted to the phone using the phone's GPS receiver.
Recent cameras solves most of these issues. Even D3000, immediately after D60/D40X have much improved focus. ISO performance has been improved steadily through the years. If you have the budget and want to have a much streamlined and flexible creation process, definitely get something more recent like D3400.
For lens I suggest you keep the 18-55 kit lens (get the one with stabilization) and add a multi-use telephoto. 85/1.8 for portrait, Tamron 90mm for portrait and macro, Tamron/Sigma/Nikon 70-300 for landscape and wild life.
But if you are gifted a D40X set, definitely take it and you will notice it's limitations in a short time, then consider next steps.
D60/D40X/D3000 as Nikon's last CCD cameras are actually a lot of fun to use. Targeting the entry level consumers the colors are really aggressive and punchy, and is further exaggerated by modern display technology. If you work the light to the sweet spot, then show the picture on your phone's screen (or on social media for others to view on their phones), the color absolutely blows your mind. Imagine D60/D40X/D3000 as a roll of very finicky positive film: if you train yourself into a master of light you will be reworded with amazing results.