I have a lamp (from IKEA) that had a light bulb 3W 200lm 67lm/W 26mA I bought a light bulb that says 4W=35W 230LM Can I replace with that light bulb or even with higher watt? I mean is the only difference the electricity consumption or should I be careful of something else?
The wattage limit on a light fitting is related to the amount of heat generated by a tungsten bulb of that wattage. Putting a 60W bulb in a 40W or 25W fitting is definitely not recommended.
However, your choices are both LED bulbs, which a) run cold & b) use a small fraction of the rated power. They give tungsten bulb wattage equivalents as people generally know approximately how bright a tungsten light is, based on this figure - so it's just a convenience for the buyer. People tend not to really think in lumens.
Therefore, there is no safety issue with using a brighter LED bulb.
If you go from 3 to 4 or 9 or 10 watt LED bulbs in a fixture rated for 100W tungsten bulbs you will be fine. No LED bulb that fits the socket will overheat the fixture. However there is another consideration. If the fixture is closed, and especially if it has a small glass globe completely enclosing the bulb, you need to be careful when installing LED bulbs over about 13W because they create a lot of heat, nowhere near as much as a 100W halogen but enough that inside a closed globe the electronics in the LED bulb will overheat and the life of the bulb will be in months or weeks rather than years.
I've found that some LED bulbs in the 16 to 21 what range are so cheap and so bright, and I love the increased brightness, that I'm happy to change them frequently. In a fixture rated for 100W they are otherwise fine.
You're fine. The 2x35 watt max is the maximum heat, 3.4 btu's per watt, so your 4w bulb outputs about 14 btu's per hour each. Your fixture is rated for over 200 btu's of heat.
It doesn't matter whether your watts come from LED's, tungsten, TV, coffee maker, or space heater. All put off 3412 btu's per kw/h. Watts are so directly connected to heat that some utility funded conservation projects no longer fund lighting retrofits for non air conditioned spaces if the space has electric heat since reducing the watts from lights will require increase cycle time for electric heat.