Good news: since a few days it is possible to load data directly from GA4 into Power BI. It is therefore no longer necessary to first stream data from GA4 to Google BigQuery and then connect Power BI to it, although this is still recommended for combining this data with data from other business units and for data governance.
The official announcement by Microsoft with accompanying explanation and instruction can be found here. Please note that when choosing the connector in Power BI (Power Query) you choose option 2 (beta).
The API of Google Analytics 4 is of course completely different from that of the old Google Analytics UA. The facts and dimensions that you select and bring together in your data model therefore also have different names, definitions and values. More information about this can be found here.
Are you now thinking “uh…, facts, dimensions, data model…?” then I recommend that you download the free e-book Power Analytics here. Here you can read everything about creating Power BI reports, dashboards and analyzes with data from Google Analytics. If you still have questions about this, please do not hesitate to contact me.