Does it need a 4K TV to be worth it?

No. It works on any HDMI TV, but the 4K and Dolby Vision benefits only show on a compatible 4K set. On a 1080p TV you get the same interface and apps without the extra resolution.

How is it different from the Roku Express 4K+?

Both stream 4K HDR, but the Streaming Stick 4K adds Dolby Vision and a slimmer stick design that plugs directly into HDMI. The Express 4K+ uses a short HDMI cable and lacks Dolby Vision.

Does it support Dolby Atmos?

It passes Dolby Atmos through to a compatible TV or soundbar, but the app and your audio gear must support it too. Roku itself does not decode Atmos to built-in speakers.

Can I control the TV with the remote?

Yes. The voice remote has TV power and volume buttons, and you set it up by pointing it at the TV during setup. It also has dedicated app buttons.

Does it work with wired headphones or a private listening mode?

Private listening works through the Roku mobile app on your phone, not through the remote. The included remote has no headphone jack.

The streaming stick, the voice remote, batteries, a USB power cable and a power adapter. You need an HDMI port and, ideally, a USB port or outlet near the TV.