you should call your ped. office first. I know they HATE when you introduce any foods without asking the doc first. My ped told me to wait until she saw my daughter in her office first for her 4 month checkup ... so she could check to make sure she was on time for all the developmental milestones ... all signs that she's ready and can handle the solid cereal without gagging/chocking.
So I'd call just to be sure. They might ask you how much/how frequently the baby is nursing. How much does the baby weigh? sometimes if they are taking in more than 32 oz., then yes they want you to go ahead and start supplemental feeding with cereal.
when you do try, give only 2 tbsp (mix w/formula or water) and see how they handle it. try for a couple of days or so... sometimes baby is not ready for it at 4 months. I had to wait and go back to it a few weeks later, tried again and still she was not a big fan of it. spit it out mostly and then just got mad.
but now, a few days over 5 months, she loves it now. and the baby cereal feeding is a much peaceful, happier time.