I just bought my 1st 4wd, a '98 jimmy, and want to know when and when not to shift into 4wd high.
Many successful prayers, finds it risky to use 4WD on dry payment. However, it is okay to use it in places filled with mud, ice or even sandy places.
Shift it into 4hi before you need it. Icy roads. Mud. Sand. That's about the only time you'll need it.
Don't ever use 4wd on dry pavement. Ok on dirt/ snow.
On road 4 high, off road 4 low. you don't shift a transfer case like you shift a manual transmission.