What is the difference between a 4s orbital and a 5s orbital?

In the Hydrogen atom, 4d orbital has a lower energy than the 5s orbital. This is because when you have only a charged nuclear core and a single electron, the energy of orbitals depends only on the principal quantum number n.

However, we keep filling the orbitals one by one in higher elements, the electron-electron interactions start becoming important in addition to electron-nucleus attraction. High-angular momentum orbitals which are more diffuse are screened more than the low-angular momentum ones with higher probability density near the nucleus. As a result of this, energy also depends upon the angular momentum quantum number l and nd orbitals end up having higher energy than n+1s orbitals. 5s orbital is thus filled before 4d orbitals.