If people are saying my web site is loading slowly, should I contact the server, or are there things that I can do myself?
If people are saying my web site is loading slowly, should I contact the server, or are there things that I can do myself?

Find the cause of the trouble. What is your website address?
Shane.
Basic Linux Hosting on classic platform; Parallels Plesk Panel 10.3.1
I'd recommend trying the site yourself from multiple computers and networks, sometimes it can be ISP issues or something between a particular ISP and your server.
There are third party tools and websites which can also measure your site speed which you can run at times when you know your site is fine to compare against when you're getting complaints.
-Jeremya