Dom02, I would get your system checked out. BOTH of my 4060s run the fan incessantly when I am taxing the systems heavily. You may have a defective system therm sensor. Don't hesitate to get it fixed or you may be very sorry in the near future.
As far as problems, I have had none. Moth of my machines are screaming fast and completely stable. Getting the right video drivers will help your stability in Windows, but I use linux... so no problems here.