You would need to tell us the name of the quest , or at least where it is or where you got it, for a specific diagnosis.
The most common reason for this is if you have taken an instance quest. One that asks you to go through a big portal, where suddenly all the monsters inside are elite (shown in game by gold dragons around their portrait when you target them). Instance quests are meant to be done in a group. We can explain how you might do that, or you can just leave that quest and move on - there are thousands of quests in WoW and you don’t need to do even half of them. Although you will probably want to get into group content eventually.
There are also quests that have a “trick” to them, where you are given something or told to do something first that will actually weaken the enemies which would otherwise be too hard to kill. But those are less common which is why I asked for a bit of a hint as to which quest.
The short answer is there isn’t anything in particular that happens at 40 that changes the game. It is likely just something you can get around or skip and continue on as you were.