I was practicing using some of the smart features yesterday, and I dont understand how to get course lock to work. When I point towards my heading and hit apply, the P4 just hovers and doesnt go anywhere. This may be a noob question but am I missing something here? Something I need to do to get it to fly in Course Lock?

You must manually fly your Phantom when using course lock. It's not an automatic flight mode. Check out the following video for more details:

Thanks, exactly what I was looking for!