There is no need to remove the writing, you will just gradually wear it off as you use it
though you will need to soak it in water for 20 mins or so before you use it
Search YouTube for 'Japanese Water Stones' and there are loads of references
I suspect you've made a slip of the keyboard and meant 400 grit, not 4000
the higher the number, the finer the grit, so you should start with 400 then go to 1000
On the other hand, if it really is 4000 grit you should use 1000 followed by 4000
Beware - Japanese water stones are rather brittle and can break fairly easily
Don't drop them on the floor, or place them on an uneven surface
Put a piece of damp cloth underneath them to stop them sliding on the bench