At which job level did you change to Knight? You already spent 40 skill points on 1st job skills, which means that you probably changed your job with job level 42 onwards as a Swordsman. You first need to spend all skill points gained as a Swordsman on Swordsman skills, then you can put points into Knight skills!
As a rule of thumb: You can start putting points into Knight skills, if your remaining skill points are less than or equal to (Knight job level - 1).