If you don't want to buy a PS4 capture device ( should cost around 100$), maybe you can try playing on your computer thanks to "PS4 remote play" :
http://www.pcadvisor.co.uk/how-to/game/how-play-ps4-on-pc-using-pc-remote-play-playstation-now-streaming-2016-3630864/and then record it on your computer with any capture software ( Fraps is a good one I know).
And well, a camera for your face... You'll probably have to synchronize Game and face videos in SonyVegas.
Don't forget, sound is quite important too ( I mean your voice). Face cam doesn't really have to be Full HD if you put it in a little corner on top of the game video. But at least not to laggy.
There's probably other ways to do it, perhaps you could simply do it by recording your TV screen with your DVD player or whatever you've got (For example, on my old 15$ decoder, i can record directly on a USB stick, some new TVs might be able to do it).
( Hope you can understand, I'm not a native english speaker)
