Ive noticed ever since Ive had the car its had good pressure (got it w/ 30k on it and I put 10k on). Its around 38ish fully warmed up and idling. During driving near 60. Is 38-40 high for idle?

 

Id consider it high in my car, my car is at like 11psi or something idle, yours is pretty darn high.

 

You got an a4 though, so its gona idle lower.

 

After searching around I guess this inst uncommon. Hopefully its just a healthy motor and the guage is wacked like usual.

 

Sounds like a bad sender.
From the factory, GM only mandated 6psi @ 1,000 rpm, and 18psi @ 2,000 and 24psi @4,000.
Too much oil pressure can contaminate the combustion chamber and effect BFSC numbers significantly!

Change the sender. Or perhaps-- what weight oil are you using?

 

5w-30, just switched over for the winter. Here is the odd thing...last summer I ran my oil for maby 4k which was pretty long and it was diry and then when I changed it it seems like the oil pressure went up a good 8psi or so. Normal?

 

No, the pressure should not change after service, unless you've increased the viscosity.
Start with the sensor or get a test gage and check it.

 

I agree with Z28SORR~
The best and only way to tell is with a manual mechanical gauge.

(The "plugged" port near the oil filter might be an easier option to connect an auxillary mechanical gauge, since the stock oil sender is quite difficult to get to)