A blue sign with a diagram showing a branch off the road ahead and the following text.
Forward destinations: Caerdydd; Cardiff; Pen-y-bont; Bridgend.
Exit destinations: Port Talbot; Margam; A48.
Junction number: 38.
You didn't miss junction 39 - it exists only as an entrance sliproad in the opposite direction. Heading this way, we jump straight from 40 to 38.