Welcome! I'm Ron Z! I will do my best to answer all of your questions. For easy access to this thread, bookmark it now! Please read everything!

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The P0440 is "General EVAP System Failure". While this is a fairly "general" code, there are a couple of very common fail items that can set this code. There will need to be some testing and inspection done. One common fail item is the EVAP Purge Solenoid. Carefully inspect the vacuum lines to/from the solenoid for any cracks, holes or loose/missing connections. If the visual inspection checks ok, test the solenoid for proper operation (apply 12v, make sure it "clicks"). The duty cycle EVAP canister purge solenoid is located in the engine compartment It is attached to the side of the Power Distribution Center (see image below). The next most common fail item associated with the P0440 is the Leak Detection Pump (NVLD Pump). Again, inspect the vacuum lines, and test for functionality. The NVLD pump and filter are attached to the front of the EVAP canister mounting bracket. This is located near the front of the fuel tank. (see image below) The pump and filter are replaced (serviced) as one unit. If both of these items check ok, then the next best thing to do is have the EVAP system smoked. This is where a machine forces smoke through the system, and if there are any leaks, the smoke will show the location.
As for "nothing to worry about" - this is correct. This problem is an emissions control/recovery problem, and will in no way effect engine/transmission performance. Strictly for emissions. Keep in mind, if your State requires an emissions test to obtain an inspection sticker, you will not pass while the engine light is on.