It’s surprisingly a rather simple process.
While there are probably plenty of people who are torn about whether its worth it to buy a PS4 Pro, there are several reasons why gamers might want to purchase one including how wonderful games like Titanfall 2 can look on the new console. If worry about not transferring over your game saves is holding you back, don’t let it.
First of all ensure that both the PS4 and PS4 pro are updated to Firmware version 4.0. Then switch on both your PS4’s and ensure that you are signed into the same PSN id. Now use a ethernet cable to connect the PS4 to the PS4 Pro. If the two consoles are connected you just need to to go Settings > System > Transfer Data from Another PS4 and transfer that way. You can also chose the kind of data you want to transfer.
Once the transfer is done you can chose to set your PS4 Pro as the primary console. That is it! However note that if you have a lot of data that needs to be transferred, the best way is to leave the transfer overnight. In this way, you will most likely find everything done and completed while you are asleep.