Don't know if you are making a 40K "mistake". For guys getting into this, there is an "allure" to getting a new piece of iron......it's sexy, it's easy to do, it feel's good......but those monthly payments keep coming no matter what- whether you have work, whether it is in the shop being repaired....it is a real cost that most do not fully realize until they are in pretty deep. A skid is a necessary item for most, just be smart about it.......
I think I would rent or demo a machine until I was so busy ( 5 days a week/10 hr. days) and had a back-log of work signed up that I could justify a machine purchase.
Then I would start really looking at used machines and become familiar with them ( example: gehl 4640 turbo w/100 hrs., power tach, cab/heat, two buckets for $21,575) and then make a decision as to whether a new $40K machine is really what you "need".