Hi

As my esteemed colleagues have point out and I have already mentioned, the Apple Pencil ONLY works with the more expensive iPad Pro models.

Return it and get your money back!

If you want a smart Bluetooth stylus that will work with your iPad mini 4, the ONLY one I can honestly recommend that I know will work well with any other iPad model is the Adonit Pixel stylus.

Found here and ONLY purchase from here to insure you get the most updated stylus firmware.

http://www.adonit.net/jot/pixel/

Good Luck to You!

As noted, the Pencil will not work with an iPad mini. You must have an iPad Pro. If you do not plan to get an iPad Pro, return the pencil and get your money back.

What iPad are you using the Apple Pencil with?

The Apple Pencil ONLY works with iPad Pro models.

Did you just recently purchase an iPad Pro and Apple Pencil?

Return the pencil for a refund, as it will not work with an iPad Mini.