Now that I have one perfectly working GoPro Hero4, I started looking into the SD Error that I was getting previously. The user manual that comes with your GoPro HERO4 may tell you that a Class 10 microSD Card is required, but that general piece of information is not enough.
My Sandisk Ultra microSDXC cards although rated at Class 10 have a Max. Read Speed: 30MB/s & Min. Write Speed: 10MB/s. In order to work seamlessly i'll need to step up to the Sandisk Extreme Plus which is also a Class 10, but with a Max Read Speed of : 80MB/s & Max. Write Speed: 50MB/s. Here's a list of suggested cards so far according to the GoPro Support webpage.
SanDisk Extreme 32GB microSDHC
SanDisk Extreme 64GB microSDXC
These Samsung Pro microSD cards also appear to be able to handle the speed requirements. Since there's a delay on shipping the other cards, I'm probably going to give these a try.