In Windows, the first 65536 bytes in the virtual memory address space (addresses 0x00000000 through 0x0000FFFF) are always unmapped, never being able to address RAM. A feature that ensures that bad pointer values always crashes the program with an AccessViolation. Most commonly because of a NULL pointer, but null pointers don't exclusively produce accesses to address 0. In an object-oriented programming language like C++ for example, trying to access a member of a object through a null pointer generates accesses to addresses larger than 0. Larger by the offset of the member inside the object.
That's not where the debugger stops, you will also see Bad Ptr on other addresses, the kind that reference unmapped memory pages. And, if dereferenced, will crash your program as well. A good reason to start using a debugger. But not your case, 0x00000004 is already covered by the exclusion zone at the bottom.
The winapi has functions to test whether a pointer value is bad. I'm not going to document them though, these functions are dangerous.
Having a pointer value like that is always a bug in your code. You must fix the bug.