The trick with understanding higher-order functions is not to over think them - they are actually quite simple. The higher-order function is really just a function which takes another function as one of its arguments and applies that function to each of the arguments in turn and does something with the results generated by applying the function.
You can even think of a higher order function as a mini-program. It takes an argument (a function) which says what to do with the data input (arguments). Each time the function which is passed in is applied to an argument, it generates some new value (which could be nil). The higher order function takes that result and does something with it. In the case of map, it adds it to a new sequence and it is this new sequence that will be returned as the overall result.
Consider a higher order sorting function, lets call it 'sort'. Its first argument is the function which will be used to compare elements to determine which comes first in the sort order and the remaining argument is the list of things to be sorted.
The actual sort function is really just scaffolding or the basic sort engine which ensures the list representing the data is processed until it is sorted. It might implement the basic mechanics for a bubble sort, a quicksort or some other sorting algorithm. Because it is a higher order function, it does not care or even know about how to compare elements to determine the correct order. It relies on the function which is passed in as its first argument to do that. All it wants is for that function to tell it if one value is higher, lower or the same rank as the other.
The function which is passed in to the sort function is the comparison function which determines your sort order. The actual sort function has no knowledge of how to sort the data. It will just keep processing the data until some criteria is met, such as one iteration of the data items where no change in order occurs. It expects the comparison function to take two arguments and return 1, 0 or -1 depending on whether the first argument passed to it is greater, equal or less than the second. If the function returns 1 or 0 it does nothing, but if the value is -1 it swaps A and B and then calls the function again with the new B value and the next value from the list of data. After the first iteration through the input, it will have a new list of items (same items, but different order). It may iterate through this process until no elements are swapped and then returns the final list, which will be sorted according to the sort criteria specified in the comparison function.
The advantage of this higher order function is that you can now sort data according to different sort criteria by simply defining a new comparison function - it just has to take two arguments and return 1, 0 or -1. We don't have to re-write all the low level sorting engine.
Clojure provides a number of basic scaffolding functions which are higher order functions. The most basic of these is map. The map function is very simple - it takes a function and one or more sequences. It iterates through the sequences, taking one element from each sequence and passing them to the function supplied as its first argument. It then puts the result from each call to this argument into a new sequence, which is returned as the final result. This is a little simplified as the map function can take more than one collection. When it does, it takes an element from each collection and expects that the function that was passed as the first argument will accept as many arguments as there are collections - but this is just a generalisation of the same principal, so lets ignore it for now.
As the execution of the map function doesn't change, we don't need to look at it in any detail when trying to understand what is going on. All we need to do is look at the function passed in as the first argument. We look at this function and see what it does based on the arguments passed in and know that the result of the call to map will be a new sequence consisting of all the values returned from applying the supplied function to the input data i.e. collections passed in to map.
If we look at the example you provided
(map inc [9 5 4 8])
we know what map does. It will apply the passed in function (inc) to each of the elements in the supplied collection ([9 5 4 8]). We know that it will return a new collection. To know what it will do, we need to look at the passed in function. The documentation for inc says
clojure.core/inc ([x]) Returns a number one greater than num. Does
not auto-promote longs, will throw on overflow. See also: inc'
I actually think that is a badly worded bit of documentation. Instead of saying "return a number one greater than num, it probably should either say, Return a number one greater than x or it should change the argument name to be ([num]), but yu get the idea - it simply increments its argument by 1.
So, map will apply inc to each item in the collection passed in as the second argument in turn and collect the result in a new sequence. Now we could represent this as [(inc 9) (inc 5) (inc 4) (iinc 8)], which is a vector of clojure forms (expressions) which can be evaluated. (inc 9) => 10, (inc 5) => 6 etc, which will result in [10 6 5 9]. The reason it is expressed as a vector of clojure forms is to emphasise that map returns a lazy sequence i.e. a sequence where the values do not exist until they are realised.
The key point to understand here is that map just goes through the sequences you provide and applies the function you provide to each item from the sequence and collects the results into a new sequence. The real work is done by the function passed in as the first argument to map. To understand what is actually happening, you just need to look at the function map is applying. As this is just a normal function, you can even just run it on its own and provide a test value i.e.
(inc 9)
This can be useful when the function is a bit more complicated than inc.
We cold just stop there as map can pretty much do everything we need. However, there are a few common processing patterns which occur frequently enough that we may want to abstract them out into their own functions, for eample reduce and filter. We could just implement this functionality in terms of map, but it may be complicated by having to track state or be less efficient, so they are abstracted out into their own functions. However, the overall pattern is pretty much the same. Filter is just like map, except the new sequence it generates only contains elements from the input collection which satisfy the predicate function passed in as the first argument. Reduce follows the same basic pattern, the passed in function is applied to elements from the collection to generate a new sequence. The big difference is that it 'reduces' the sequence in some way - either by reducing it to a new value or a new representation (such as hashmap or a set or whatever.
for example,
(reduce + (list 1 2 3 4 5))
follows the same basic pattern of applying the function supplied as the first argument to each of the items in the collection supplied as the second argument. Reduce is slightly different in that the supplied function must take two arguments and in each call following the first one, the first argument passed to the function represents the value returned from the last call. The example above can be written as
(reduce + 0 (list 1 2 3 4 5))
and executes as
(+ 0 1) => 1
(+ 1 2) => 3
(+ 3 3) => 6
(+ 6 4) => 10
(+ 10 5) => 15
so the return value will be 15. However reduce is actually more powerful than is obvious with that little example. The documentation states
clojure.core/reduce ([f coll] [f val coll]) Added in 1.0 f should be
a function of 2 arguments. If val is not supplied, returns the
result of applying f to the first 2 items in coll, then applying f
to that result and the 3rd item, etc. If coll contains no items, f
must accept no arguments as well, and reduce returns the result of
calling f with no arguments. If coll has only 1 item, it is
returned and f is not called. If val is supplied, returns the
result of applying f to val and the first item in coll, then
applying f to that result and the 2nd item, etc. If coll contains no
items, returns val and f is not called.
If you read that carefully, you will see that reduce can be used to accumulate a result which is carried forward with each application of the function. for example, you could use reduce to generate a map containing the sum of the odd and even numbers in a collection e.g.
(defn odd-and-even [m y]
(if (odd? y)
{:odd (+ (:odd m) y)
:even (:even m)}
{:odd (:odd m)
:even (+ (:even m) y)}))
now we can use reduce like this
(reduce odd-and-even {:odd 0 :even 0} [1 2 3 4 5 6 7 8 9 10])
and we get the result
{:odd 25, :even 30}
The execution is like this
(odd-and-even {:odd 0 :even o} 1) -> {:odd 1 :even 0}
(odd-and-even {:odd 1 :even 0} 2) => {:odd 1 :even 2}
(odd-and-even {:odd 1 :even 2} 3) => {:odd 4 :even 2}
(odd-and-even {:odd 4 :even 2) 4) => {:odd 4 :even 6}
....