Eyepieces are to a telescope, what lenses are to an SLR camera. A telephoto lens isn't always the best choice, and likewise neither is a high powered eyepiece always the right choice.
A 40mm plossl eyepiece like the one you have will I expect give you good low magnification views with a wide field of view. (Not knowing what focal length scope you have I've just made a big assumption there!
). For some relatively large objects like the eta Carina nebula, chances are that even with your lowest power eyepiece, you'll struggle to get the whole thing in the FOV.
The same eyepiece will give good wide field views say of the moon, but if you want to see more detail either on the moon or planets, you'll probably need a smaller EP to give you greater magnification.
But changing EP's not only changes scale and FOV, it also changes the apparent brightness of an image. Often a higher power EP provides a dimmer image of a planet or nebula than a lower power EP does, because it spreads the available light out more in your eye. So sometimes even though you'd like more magnification to see more detail, when you do go to the smaller EP you lose brightness - and that in itself might mean losing some detail. So there is a trade off.
The other trade off that often happens with EPs relates to seeing. Low power EP's usually work reasonably in a wide range of seeing. High power EPs (short FL EPs) are more affected by seeing, so if the seeing is bad, sometimes it is not worth going to higher magnification because the seeing just blurs the view.
So often when viewing, it is worth observing through a range or at least a couple of different eyepieces. Low power eyepieces give a wider, brighter view. High power EPs give a larger scale view, but at the expense of brightness, and often only at the mercy of the atmosphere (seeing).
Of course, different types and brands of EP's have different characteristics as well. Often the cheaper ones don't offer as wide a FOV as some of the more expensive EPs like Naglers, etc. The cheaper ones are also often only optically at their best near the centre of the field of view, while more expensive types and brands can give good sharp images right to the edge of the FOV.
I hope that's the sort of info you were after, Ron. I hope it doesn't seem like sucking eggs...
Al.