Sewing is a great way for preschoolers to develop the fine motor skills they'll need later for writing.
While you probably don't want to arm your 4 year old with an actual needle, I managed to find these great plastic children's needles at the craft store. Paired with some embroidery thread and some craft foam (easy to push the needle through), they make a great little sewing starter kit for preschool fine motor skills practice.
To get started, show your child where the thread goes through the eye of the needle, then let him/her do it alone. You might want to show your child that it helps to avoid tangles if they go in from one side, then back out the opposite way, but it depends how neat your child likes things to be (mine wants it neat!). Then either go with free stitching anywhere on the craft foam sheet, or draw a simple design (we did letters on ours) for your child to follow along the lines.
Note that the above advertisement links to Amazon through my Affiliates link.
I receive a small percentage of sales made through this link.