If it's really a Roku 4 (model number 4400), are you aware that it's now a legacy device and will no longer receive any updates? It may not be worth the effort to try to get it to work.
Having said that, it sounds like what my Roku 4 does if it's not connected to a TV. Try another HDMI cable, a different HDMI input on the TV, or another TV altogether.
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