If ur car has done 40,000kms on that oil, do get it changed.just go to honda/toyota/suzuki or which ever car u have, go to the authorized dealers and ask them to change the "gear oil" . Make sure they put in ATF ( automatic transmission fluid) . fluids for automatic and manual cars are different.so get the oil changed. if u are not sure how much ur car has done on this oil but u havent changed it lately, i wud suggest u to get it changed so that u dont risk the transmission.
The HOT and COLD marks u talking about.They are to check the level of Oil.If the oil is cold when u are checking it , like early morning before u start ur car, then u shud use the COLD mark as a standard, the oil shud be upto COLD mark, if u r checking the oil after driving ur car or when the oil is hot, then the standard is HOT mark n u need to see it.
Never think that u just need to pour in more oil if u see it decreasing, like engine oil, gear oil also gets dirty and looses viscosity due to which it doesnt retain its property to reduce friction.so u DO have to change it after a certain time/milage.