I am 16 and my parents just bought me a dumbbell set from 5 to 40, now the best I can do is 25 and I can do that with about 8 reps(I know i am skinny). Is it good just to stick with dumbbells and do diff workouts with it. So like after I can do 25 easily, I should move to 30 and then 35 then 40. Does that sound good?

No, because all you're "doing" is curling.

Read the stickies in the weightlifting section.

There are some good upper body workouts you can do with just dumb bells, pm protein boy or search for dumb bell workout routines.

well i wont be just curling arent there other dumbbell exercises too

Dumbell Press, shoulder press, curls (or do some pullups/chinups) Lunges. You can do a lot of things

squats, step ups, dead lift (stiff leg), single arm row, shrugs, upright row, lateral raises, front raises, calf raises, farmers walk and etc....

so is the routine good then

You didnt tell us your routine, all you said is curl with dumb bells. What else are you going to be doing ? how much weight, how many sets, reps?

single arm row, shrugs, upright row, lateral raises, front raises, calf raises, farmers walk, tricep pull back thing, dumbbell hammer, well I am going to start out at around 25 pounds but hope to get around 40 after a month and half. Probably will do 12 reps and 3 sets for each, please modify this

Routine not good. Dumbells have such endless possibilities and you're limiting yourself with that. I especially see a huge problem when you say "tricep pull back thing."

Look at dumbell movements that work many muscles. All you really need is 1 dumbell anyway.