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I have very little ocean experience, but a fair bit of SCA and gale experience on Lake Ontario, and I concur with the above posts. If you go out in 20 knots rigged for 30 knots, the boat will go more slowly, but you can practise sail changes, reefing and steering in more forgiving conditions (try gybing for "action") than the real thing. Later, rig for 40 and go out in 30. Odds are good that double reefed and storm jib will satisfy you quite well at even 30, but you can go at the end of a squall and shake out a reef early if you want that "40 knot feeling at 30 knots".
Hey, it's your money!
Another way is to take out a dinghy in progressively heavier air until you get the hang of how wind forces multiply as the knots grow more numerous.