Yep - Apple have really dropped the ball on this.
Unlike previous Apple TVs the Apple TV 4 doesn't currently support text input from a Bluetooth keyboard - whether it is an Apple or another brand.
And to compound it, the iOS and Watch OS remotes are also not supported currently.
The only way to enter text is to use the on-screen keyboard and the Siri Remote (or if you hate swiping for text entry, and prefer left/right buttons, you can also use an older Apple IR remote)
If you have to enter passwords and logins for Apps, this gets boring very quickly...
This isn't the only functionality that has gone in the transition from Apple TV 3 to the tvOS-based Apple TV 4. There is now no built in support for non-Apple Internet Radio streaming nor is there support for Podcasts.
There's also still no support for 1080/24p video output, so Netflix and other streaming services are running with added 3:2 judder...