HC,
Understand that your 18-140 is going to adjust when you're shooting in A mode (a is "Aperture mode, not automatic, as most thing). The lens is likely a 3.5 at 18 mm and the aperture closes the further out you go, so at 140mm you're shooting at probably 5.6.
Learn what aperture applies to each situation. If you're shooting a single subject, you usually want an aperture around as low (2.8 or 3.5) as possible. If you have two subjects, I've read you want to be at 4.0 or higher; three or more, 5.6 or higher; larger groups, 8.0 or higher.
I'd highly recommend buying a 50 mm 1.8 lens. You can get a Nikon 1.8 for around $100 (if you get it with VR, it's closer to $200). It's a prime lens and it really helps you learn how aperture works. As shieza mentioned, a lower aperture gives you a smaller focal point, but you'll be so much sharper. You can adjust the aperture as you see fit and learn the difference between 1.8, 2.8, 4.0, 5.6, 8.0, etc by taking photos.
Shutter speed is pretty simple. For portraits, family gatherings, you'll rarely need to be faster than 1/150. You can get away with shooting 1/80 because unless you're trying to stop motion, there's no point in jacking up the shutter speed.
I've found sports need to be shot at 1/400 at the absolute slowest. For one, anything slower brings natural camera blur into play and you want to avoid that (tip I received - whatever the length of the lens is, multiply by 1.5 and that's the slowest you want your shutter at). In the summer, jack the ISO as low as you can (200 on some cameras, 100 on others), drop your aperature low and see how fast you can get your shutter going. It's a hell of a lot of fun shooting sports when you can stop everything still in frame.
Like it's been mentioned, shoot everything possible. I've been shooting for a good three years and it's amazing how much better I am today than I was when I started. It's a hell of a lot of fun.