I also have a R4i Gold, works fine. The R4i Gold is the "good" one, which uses the very good Wood Kernel. I'd recommend that one too, not the SDHC.
I can confirm that it needs a bit of pressure to click in the slot, but it's nothing to worry about. Probably minor variations in dimensions compared to an original cart.
The EmuNAND thing is only relevant if you have CFW installed, which you should consider if you are on 9.2. Basically the EmuNAND is a copy of your original system firmware that can be updated and messed with while the original firmware is untouched.