In layman's terms how much pressure is 4000 psi?
4000 PSI is too much or a shitload of pressure.  I would never use it on high on anything that I was cleaning at a home.  Even brick work could get damaged of up close 4000 PSI.  Probably the only thing I would use it for is cleaning my driveway but even then I would probably use a fan nozzle.  4000 PSI would just rip the paint off a home - one with a really good paint job.

If you want to really clean instead of blasting the crap out of something the key isn't just PSI, it is also a factor of the waterflow rate.  This is measured on most powerwashers as GPM or gallons per minute.  You multiply GPM and the PSI to get the cleaning units (CUs) of your powerwasher.  This is the most important factor for cleaning, not PSI.  A lot of the big box stores sell their cheaper powerwashers with high PSI because that is what the consumer is used to looking for.  These high PSI, low GPM units will not clean as well and are more likely to damage the surface you're cleaning.

Note: The chart below references usage based on staying an appropriate distance for the material and PSI.   Obviously if you just look at the first column and you spray your car with a 2500 PSI powerwasher from point blank, get ready for a new pain job.



Things I have used a powerwasher for:


decks (be careful with composite)
sidewalks
driveways
non-painted fences
gutters
garage floors
houses wood (it isn't my first choice or even second.  Also if I am painting I need 4-5 days of summer after powerwashing)
brick (but very risky and must take your time and stand back and properly presoap.  You can cut mortar loose)
my trailers
greasy tools (non-electric all metal)


Things I try not to powerwash:


houses (vinyl no way, brick is a risk, even wood I will stand back a bit)
cars 
windows (you will destroy the caulking)
roofs
painted fences
anything inside