What you are experiencing "Chaptering"
Kareems answer is spot on. This is known as File Chaptering -Click here to learn more
To take the answer a step further, the filing system that Gopro is FAT32. FAT32 is was developed during the days of windows 95 and has been in use since. Gopro uses it, as does many other manufacturers because it's reliable, performs well and is widely compatible meaning that you can use it with most all computers. But FAT32 has a limitation, the max file size it can handle is 4GB. Small by today's standards, not so in 1995.
When recording high definition video on a GoPro HERO4 Black you will fill up 4GB pretty quickly. In some video modes it;s just minutes. When using lower quality settings, you’ll get more footage before you hit 4GB.
GoPro breaks its videos up because of the file limitations but, once you get to 4GB it will stop that segment and start a new one. Once that new one gets to 4GB, it’ll start again and so on, until you stop recording, the card becomes full or your battery runs out.
The files are seamless meaning you don't loose footage from one segment to the next, they are also sequential so when you import them into a file on your computer or into your editor they are imported in the order they were taken. So, there is nothing wrong with your gopro. This is a normal condition.