Create audio playlists
With WordPress 3.9 you can create audio playlists, this is a great improvement since it eliminates the efforts we had to make to create audio playlists earlier.
Create video playlists
Just like audios you can create playlists for videos too, again this is as easy as
Live widget previews in customizer
This is the best feature of WordPress 3.9, from customizer you can now make changes in your current widgets, add new widgets and beauty is you can see live preview as you edit. This will save a lot of time as you will not have to save the widget and refresh the frontend to see how your changes are looking like.
This is how widgets customizer looks like