In general, Matt is correct. However, if you are adding more than one speaker (usually stock) it gets a little more complicated. If the radio is designed for 4 ohms, then adding a second 4 ohm speaker would now be a 2 ohm load on the radio ( 4 ohms in parallel with 4 ohms is two ohms). In this case it would be better to use two 8 ohm speakers.
The good news Is that you probably aren’t going to hurt the radio in most cases as they are pretty robust to loads.