I need to record an interview with the zoom h4n. I will be using just one shot gun mic, and then syncing to video. What mode should I be using to do this? Should I be in stereo mode even though its just one mic or should I go to 4 channel mode and only record from the one mic?

Stereo. If it had a mono mode, you'd use that, but it doesn't.
You'll want to drop one of the channels when you edit.

I concur with Seth, use the stereo mode and leave the opposite channel disconnected if your only using one mic. The unused channel should be removed in post, and the 'good' channel panned to center.
DO NOT use the H4n's mono mode, the unterminated connection will add noise.
FWIW, some recorders (like the Tascam DR-40) have a single input-mono-channel mode, but the H4n does not.

Which mic do you plan to use? If it doesn't have a high output level, the H4n will greatly benefit by using a clean external preamp to boost the mic level and lessen the noise from the H4n mic input preamps.