If you write (1 2 3 4) there, then Clojure REPL will think 1 is a function as 1 is placed at first place of the list. In Clojure, integer number is Long type by default, and since REPL is considering 1 as a function, it's trying to convert 1's type(which is Long) into function type(which is IFn) by casting it. That's why you have this error message.
You were right, conj-ing a 1 into list of 2 3 4, is a list of 1 2 3 4. You just need a quote in front of the list in order to stop REPL evaluating the list as a function call. That's why it's '(1 2 3 4).