blinky.c

#include <stdio.h>
#include <stdlib.h>
#include <wiringPi.h>

int main(void) {
        int errorno = wiringPiSetupGpio();
        // No newline, so I missed this a few times
        // debugging when it was the line above and this line only
        // it gets instered before the prompt when the program finishes.
        printf("Plpo");
        if( errorno != -1 ) {
                // doesn't print because errorno is zero, but printf("error: %d", errorno); will
                // because you included text in it. So this does work
                printf("%d", errorno); 
                pinMode(4, OUTPUT); // These functions take BCM GPIO pins http://wiringpi.com/pins/
                for(;;) {
                        digitalWrite(4, HIGH); // This needs to be 4 as well and same for the one below
                        delay(500);
                        digitalWrite(4, LOW);
                        delay(500);
                }
        } else {
                printf("An error occured while initializing the GPIO");
        }
        return 0;
}

Turns out the issue was the pin numbers which is terribly confusing from what is documented as it refers to wiringPi pins but uses the BCM GPIO pin numbers (http://wiringpi.com/pins/).