user19838: I have a wire going from PWM4 to A0 but I don't dare turn on my Arduino Mega in case this is incorrect. 
PWM4 will eventually go to an analog device but I want to make sure the read value is what I expect it to be. Am I okay to proceed with my current setup or do I need to throw in a resistor / conversion?

user2881: You are fine by doing that, but you won't get what you expect. 
A PWM signal isn't an analog value. It's a series of pulses, the duration of those pulses is set by the (not accurately called) analogWrite. So sometimes the value is 5V and sometimes it's 0V. You need to get the average value by adding e.g. an RC-filter.
Another option is to add a proper DAC (digital to analog converter) chip to your circuit.

19838: <p>I have a wire going from <code>PWM4</code> to <code>A0</code> but I don't dare turn on my <code>Arduino Mega</code> in case this is incorrect. </p>

<p><code>PWM4</code> will eventually go to an <em>analog</em> device but I want to make sure the read value is what I expect it to be. Am I okay to proceed with my current setup or do I need to throw in a <code>resistor</code> / conversion?</p>
 2881: <p>You are fine by doing that, but you won't get what you expect. </p>

<p>A PWM signal isn't an analog value. It's a series of pulses, the duration of those pulses is set by the (not accurately called) analogWrite. So sometimes the value is 5V and sometimes it's 0V. You need to get the average value by adding e.g. an RC-filter.</p>

<p>Another option is to add a proper DAC (digital to analog converter) chip to your circuit.</p>
