I'm gonna be the black sheep and say that the responding posters are making a lot of unecessary drama. OP didn't say "I let my kid CIO and it worked!" She said "when is it age appropriate?" Something not everyone knows, and this is actually a good place to ask simple questions like that.
I was going to say the same thing. This is an appropriate question now. We have babies on this board that are 4mo and a lot of books say you can sleep train at 4mo.
OP, my opinion is not to sleep train until 6mo and my pedi agrees with this age. The problem with 4mo is the 4mo wakeful. My pedi (and I agree) does not think it is appropriate to sleep train during a growth spurt, development spurt, teething, or sickness.
My personal opinion on CIO is if it feels wrong, don't do it. By 6mo, James was STTN with the exception of the events I listed above so I luckily never had to CIO but I have heard plenty of stories from parents on TB that it did work for their 6+ mo old.