The ones that really stuck with my daughter at that age were Pippi Longstocking, Mrs. Piggle Wiggle, and Ramaona books. I wouldn't suggest Judy Moody. Mine is reading and loving those at 6, but she would have found them boring at 4. Same with Caddie Woodlawn (great book though). Others my daughter liked at that age included the Clementine books, The Doll Shop Downstairs, All of a Kind Family, Little House on the Big Woods (but not the whole series), Bad Kitty (graphic series--no girl protag.), Betsy-Tacy, Lulu and the Brontosaurus (kid is kind of a brat, but the story is fun)