This is real easy to do! .
If you are finding it hard to play games through the tv than you are able to output all audio to any headphones. And I mean any! Weether they be 3.5mm headphone jack or usb headphones.
For 3.5mm pairs of headphones, just plug them into the headphone jack on the controller. That is the major difference between them, its the same to enable all audio.
I use my g930 headset.
To enable this, plug in whatever headphones take your fancy and you should hear a sound on the ps4.
Once you hear this, hold the ps4 button for around 2-3 seconds and you should hear a confirm sound, if you've quit games before, you know what I am talking about.
After this, the first option is adjust device settings, press x.
In this menu, the first 3 options are the most important.
The options in this menu are:
Controller speaker audio, so if your controller is too loud, adjust this.
The next option is the audio loudness coming through the headphones.
The last option we need is audio output, press x on this.
If you go down in this menu, there is no options because it is set to chat only. To change to all audio, press up once and press x. Then you should instantly hear that the audio is coming through yourheadphones and not your tv.

To change it back to your tv, and say your in a game, press the ps button once to go to the dashboard, just makes it easier in my opinion so then you dont need to hear over game sounds.
Press and hold the ps button for 2-3 seconds until that submenu comes up, press x again on adjust audio devices, go down twice, press x on audio output and go down once for chat only and press x. If it worked, you should hear your game audio through your tv and not your headphones.

Hopes this helps everyone! Moderators, feel free to move this into the articles room if you think this guide will help people out. Posted it here because I haden't done a draft.
Enjoy playing games on the ps4 using your fanciest pair of headphones!