Can anyone tell me how to get this guitar effect around 0:41?
you probably have to fade in the notes. You can do this by strumming the note while the volume of your guitar is off, and then slowly raising the volume of your guitar. I recommend doing this with the volume knobs on the body of the guitar.
Feedback loops FTW. Fun thing with that is that you can make weird noise with plain ordinary cheap pedals (DOD Death Metal is a favorite among noisicians).
Yep, reverse delay and the 'volume swell' technique, as mentioned by Ston3Cold. He probably has some healthy reverb on as well.
You can do volume swells with a delay pedal or reverb pedal, or both. I've found that having a nice long reverb trail really helps to extend the notes/chords for some nice atmosphere.