Rain Delay Over

Ok guys here is what is happening. When I start the car up is idles very high. I put it into reverse and it shifts a little bit hard. I start out in "L" and click up to the big"O" and it shifts very smooth. When I shift up from that to the little "o" nothing changes. When I stopped I but it back to the big"O" and started to go and it shifted around 25mph and at 40mph it felt like it needed to shift again but nothing happened. So am I missing 1st gear or 3rd gear. I am think 3rd because at 40 mph I would guess my rpm's are about 3,000.

Thanks
Jon