Have you introduced him to any other little babies? Or even to some baby animals? The fragility of them is hard for a 4 year old to understand and you will find yourself saying "gentle, careful, etc" a lot for the first while. It may also make things more real for him.
Show lots of pictures of him as a baby - with lots of stories of how he was and how he grew - very helpful - Some kids forget that the baby will actually grow up someday.
My 3 year old dd wants to change, carry, hug, etc. as well as climb over, nudge along, etc. They are very close, and show signs of loving each other already, but it is hard as a mother to allow the older child time to bond, while keeping the baby safe.
A present given from the baby or as a gift for being a big brother may help (We gave ours a small doll - my dh received a toy truck from his baby brother). Praising the big brother/ big sister role works really well.
Congratulations to you and your family!
- and remember that jealousy and squables are a natural part of understanding who we are and how we belong to the family. Explain these "unhappy" feelings as well.