I need to block my opponent's immediate threat of connecting four horizontally. They have three X pieces in positions 1-3 of the bottom row, and could win by playing in column 0. By placing my piece in column 0, I prevent their win while also starting to build potential diagonal opportunities for myself. Column 4 would also block their horizontal threat, but since I already have pieces in columns 4 and 5, playing in column 0 gives me more balanced board coverage.