Oh, I really love this question when it gets asked. It reveals so much about the questioner.
The "40,000 Christian denominations" comment is an utter failure of reason and truth.
First, there are not 40,000 denominations among Christian churches. Even under the most liberal definition of what constitutes a denomination, that doesn't begin to come close to the reality. To get even remotely close to that number is to count every minor separation as an entirely different denomination. Further, the vast majority of Christians belong to just a handful of the most common Protestant denominations, be it Baptist, Methodist, Lutheran, Presbyterian, Pentecostal, etc. Undeniably, there are major differences in what some churches teach versus what others teach. It is somewhat sad this is the case, as it means that some are teaching unbiblical beliefs and passing them off as the Gospel, but those are in a miniscule minority. Your statement is nothing more than hyperbole and extreme exaggeration in comparison to the actual separation of doctrine that exists among all Christian churches.
Second, even if there genuinely were 40,000 Protestant denominations, one thing all Christian denominations agree on is that Christ is Lord, who died on the cross and arose the third day before ascending into heaven, having provided once for all the sacrifice for sin that delivers mankind from judgment if each man and woman will only believe that to be true. And that "one thing" is nothing less than the Gospel of God!
Further, outside of the disagreement between Protestants and Catholics over the supremacy of Rome, Christian churches agree on far more issues than they disagree on. Most of the Protestant denominations were formed because of a non-essential doctrine, a side issue, on which Christians can agree to disagree. As an example, Pentecostalism separated from the other denominations based primarily on the issue of speaking in tongues. While tongues can be an important issue in the Christian life, in no sense does it determine the genuineness of faith in Christ nor the salvation that faith provides. So here again, your superfluous question fails to raise the divisive issues you hope to raise.
Third, there is no need for any one denomination to be "right" about Scriptural interpretation. No church is infallible. No denomination is infallible. There are no perfect churches, and if we were to find such a church and join it, it would no longer be perfect. Even after receiving Christ as Savior, we are all still tainted by sin. We all make mistakes. No denomination/church has absolutely perfect doctrine on every issue.
The key is this: All the essentials of the faith are abundantly clear in God’s Word. We do not need an infallible interpreter, we do not need hundreds nor thousands of years of church tradition, we do all need to agree on ever element of belief in order to determine that there is one God who exists in three Persons, that Jesus died for our sins and was resurrected from the dead, that Jesus is the one and only way of salvation, that salvation is received by grace through faith, that there is an eternal heaven awaiting those who trust in Christ and an eternal hell for those who reject Him. Those abundantly clear truths unite us, rather than divide us, as Christians. So again your question is irrelevant.
The core truths that a person needs to know and understand are absolutely and abundantly clear in Scripture. Even on the non-essentials, if Sola Scriptura were consistently applied, there would be unanimity. The problem is that it is very difficult to perfectly and fully apply Sola Scriptura, as our own biases, faults, preferences, and traditions often get in the way. The fact that there are many different denominations is not an argument against Sola Scriptura nor does that fact mean that essential truths are interpreted differently from one church to another. Rather, it is evidence that we all fail at truly allowing God’s Word to fully shape our beliefs, practices, and traditions. Nonetheless, His word is perfect. We imperfect humans can still be changed, and we can change the world, through that perfect word of truth.