I think the answer is A but I'm not sure! Can someone help me? Thank you!

I think you are right.
4x + 20 < 40 Subtract 20 from both sides
4x < 40 - 20
4x < 20 Divide by 4
x < 20 / 4
x < 5 Somewhere very near 5 is as close as the solution gets. So at 5 you use an open circle. Because near 5 is the largest possible solution, the arrow heads left. Pat yourself on the back. These things are not easy.