You have a 4K TV at home, ready to enjoy the 4K and HDR capabilities of your new PS4 Pro, but ... you don't really notice a difference in colour or lighting as advertised. This is probably due to the fact that the PS4 Pro's HDR is not working, and there are several reasons for this, which we explain and solve below.
If you have PSVR, you should know that you can't have the console connected to the PSVR processing unit if you want to enjoy HDR. You need to connect the console directly to the TV with the HDMI cable that came with the console (or a HDMI Premium cable), or otherwise the console will not be able to detect HDR.
Some TVs do not have the HDR option turned on in the HDMI connections, and you will have to manually connect them in the settings. The name of the option you need to activate varies from brand to brand, but here are some examples: High Dynamic Range, HDR, Wide Color Mode, HDMI Enhanced Mode, UHD Colour Mode, Ultra HD Premium, Ultra HD Deep Colour.
Finally, make sure that the HDR is turned to automatic in the console settings, and that the game you play actually supports HDR. Games like Rise of the Tomb Raider and Call of Duty: Infinite Warfare support 4K resolution, but they don't support HDR. Some games that support HDR include Uncharted 4: A Thief's End, The Last of Us, and Infamous: Second Son / First Light.
If everything is correct, when you start playing a title that supports HDR, a notification should appear on the television itself informing you that the HDR feature has been turned on.