I took my new Phantom 4 for its first flight last week. While in follow me mode it flew in exactly the opposite direction to me and crashed through a tree and then into a house near the park i was flying at. After finding it I did fly it again just to see if it was still working as there appeared to be no damage but I am not confident that it won't fly away on me again.

Has anyone else had this problem?

There's a lot to learn about flying the Phantom before trying complex modes like follow-me.
Rather than not knowing what happened and simply saying that your P4 flew away, it would be better to find out exactly what happened and learn from the experience.

Go to http://www.phantomhelp.com/LogViewer/Upload/
Follow the instructions to upload your flight record.

Come back and post a link to the report it provides and someone might be able to analyse it and give you an understanding of the cause of the incident

Here's the log from healthydrones.com, the other link you suggested couldn't readd the log for some reason.

tenright Posted at 2016-6-20 16:26
Here's the log from healthydrones.com, the other link you suggested couldn't readd the log for some  ...

Healthydrones only ever gives a basic summary but not enough to tell much.
It tells even less when you paste a picture rather than the link.
If HD could read your flight record, PhantomHelp should have also been able to.

You normally want to contact DJI support and upload your log to see what happened, so it won't happen again.  Also you may want to mail your drone for a free repair so there's no hidden damage in it.

Hello, it is recommended to use DJI Assistant 2 to download the flight data of accident （both FC data and vision data should be selected）and send it to support.us@dji.com. We will look into your case.

DJI-Paladin Posted at 2016-6-20 01:07
Hello, it is recommended to use DJI Assistant 2 to download the flight data of accident （both FC da ...

Thanks for the info.  I already sent an email to Support but will upload log as well.

For follow me mode to work you have to have "Multiple Flight Modes" enabled........the log posted indicated that it was not switched on.
Without MFM no "Follow Me".

tenright Posted at 2016-6-20 02:26
Here's the log from healthydrones.com, the other link you suggested couldn't readd the log for some  ...

May have to replied to wrong perso:

For follow me mode to work you have to have "Multiple Flight Modes" enabled........the log posted indicated that it was not switched on.
Without MFM no "Follow Me".

Tmygun Posted at 2016-6-20 22:26
May have to replied to wrong perso:

For follow me mode to work you have to have "Multiple Flight  ...

ok, but that that doesn't explain why it took off in the opposite direction.  And when I say took off, I mean it went fast!

I don't know why but sometimes after I calibrate my Phantom 2 for the compass and GPS and the rear lights are flashing green and I don't wait for about a minute or two it will fly without control at a low level and crash. Try waiting a bit before taking off even if you've connected with 7 satellites.

tenright Posted at 2016-6-21 07:45
ok, but that that doesn't explain why it took off in the opposite direction.  And when I say took  ...

That can only be answered by looking at real flight data.
Get a Phantomhelp.com analysis and you might find out.
You said it was your first flight.
It could have been a number of things that a new pilot wouldn't recognise.

tenright Posted at 2016-6-20 17:45
ok, but that that doesn't explain why it took off in the opposite direction.  And when I say took  ...

Hard to know..........but follow me would not be active at all so it's really a moot point.

Were you doing anything to the RC during the incident or letting the "Follow Me" that you assumed was active try to do the work?.  When follow me is active ........you do not input to the RC.

Can you give some more info about what you were doing during the incident?

Tmygun Posted at 2016-6-21 11:27
Hard to know..........but follow me would not be active at all so it's really a mute point.

Were  ...

"Moot", not "mute"

adjective.  open to discussion or debate; debatable; doubtful:
a moot point.