Checked to see if I could replicate this and I can't, so it isn't standard behaviour in Word. Therefore, something, or someone, must have assigned F4 to bring up help.
Right click on a blank area of the ribbon and select Customize the Ribbon.
In the dialog click the Keyboard shortcuts: Customize button
In the Customize Keyboard dialog navigate to the Help Tab in the Categories list. You will then be able to see which keys are assigned and make any necessary edits.
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