Place milk in microwave safe bowl and heat on high in microwave for about 1 1/2 minutes, or until warm - not hot or boiling.
Pour milk and yeast in large bowl and whisk together until yeast has dissolved. Let rest for 5 minutes until you see small bubbles form on top.
Add brown sugar, softened butter, 1 cup flour, and salt to milk mixture and stir until blended. Add remaining 3 1/2 cups of flour and knead until fully combined and dough ball is formed.
Cover bowl with plastic wrap and allow dough to rise in warm place until doubled in size, about 1 1/2 - 2 hours.
After proofing, preheat oven to 450° F. Prepare baking sheet by spraying with nonstick cooking spray or lining with parchment paper; set aside.
Combine baking soda and warm water in small bowl and set aside.
Punch dough down several times to release any air pockets and divide into 16 equal pieces. Roll each piece into a long rope, about 32 inches, and form into pretzel shape.
Dunk entire pretzel in baking soda water then place onto prepared baking sheet. Reshape as needed and sprinkle with coarse salt. Repeat with remaining dough.
Bake pretzels at 450° for 7-10 minutes or until golden brown. Remove from oven and brush top with melted butter and top with more coarse salt, if preferred.
Serve immediately. Pretzels will stay for about 7 days in airtight container.
Topping option:
After taking pretzel out of oven, brush with melted butter and top with cinnamon sugar mixture instead of salt for a sweeter pretzel.