Answer
The probability of entering the correct code on the first try is $\frac{1}{10,000}=0.0001$.
Work Step by Step
The sample space: 10,000 different four-digit codes. So, N(S) = 10,000.
There is only one correct four-digit code. So, N(correct code) = 1.
Using the Classical Method (see page 259):
$P(correct~code)=\frac{N(correct~code)}{N(S)}=\frac{1}{10,000}=0.0001$