About 4 weeks pregnant, is it ok to take benadryll?

Depends on necessity. I typically recommend trying to avoid any medications that are not completely necessary until the second trimester. Benadryl (diphenhydramine) is most likely safe early in pregnancy, but there have never been any studies done to confirm that.
Ok but. Benadryl (diphenhydramine) is considered pregnancy category b (the safest category for drugs ) but a report noting that it might rarely causes some eye disorder in the infant when taken during the last 2 weeks of pregnancy. It may also inhibit breast milk production.