AdWordsAdvisor says AdWords CTR averages about 2%.
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"My first campaign is throwing an average 4% CTR.
I think is too low but I'd like to hear your experiences about what to expect. "
Just as a point of reference, I'd say the average CTR across all keywords system wide is about 2%. So in this context, your 4% is well above average.
Still, I can understand the desire to increase it! I often see advertisers who have the majority of their keywords in the high single digits to mid double digits. Most often, their accounts are characterized by careful matching of keywords and ads.
In other words, they're using very targeted Ad Groups - in which keywords on a particular subject are collected together, then a carefully crafted ad is written on exactly the same subject - usually with one of the more important keywords in the headline.