is 4 degrees Fahrenheit dangerous to walk in?

Yes.

At 4ºF and a light breeze of about 10mph
frostbite is possible after about 30 minutes












http://goo.gl/y49sTR

If you are naked or only waering thin cotton clothes, then you can get 'frostbite'.
However, if you have proper thermal clothing , then it is not a problem.