The PS4 Pro comes with a 1TB hard drive. On paper that sounds quite generous but with individual games often taking up 10% or more of this a time, it doesn’t take the avid gamer long to fill this.
Ideally, the best time to replace the drive is before you start using it (i.e. when you first buy the PS4) as all games have to be downloaded and/or re-installed. But that’s the only hard bit of the whole process – Sony have made the procedure very, very simple.