I need to block column 4 immediately since my opponent has three X pieces in a row (at positions 3, 4, and 6 in row 5) with an open spot at position 4. If I don't block this, my opponent will win on their next turn by completing a horizontal line of four X's. Additionally, playing in column 4 starts developing my position in the center of the board, which is strategically valuable for future moves.