When trying to play a DVD, we insert the disc and it says loading. Then it tells us that it is the wronge type of disc.

It's probably because of the region code. If the DVD you bought is not from the same place you bought your PS4 from, then you won't be able to play the DVD due to the region code. You can try ripping the DVD disc, here's how to rip a blu-ray disc for playback on PS3, but it works for DVDs and PS4 as well: http://www.leawo.org/tutorial/how-to-rip-and-convert-blu-ray-to-ps3-with-blu-ray-to-ps3-ripper.html

Your disk and player must be compatable, you cant play dvd's in a blue ray player, you cant use blue rays in a dvd player, you cant use ps4 games in an xbox and you cant put cd's in a record player... hope that helps!