Going from Samsung S5 to Note 4 What can I transfer in Kies

Kies should be able to transfer music, pictures, and I believe phone numbers and text message data. Been a while since I used it though.
 
You can transfer your data more efficiently using Samsung's Smart Switch app. You can find information here:
Smart Switch: Data Transfer for your Devices | Samsung

I downloaded Smart Switch to my PC yesterday and ran a backup. It was much faster than Kies and the user interface was much simpler. I'll keep both, but will use SS as my go-to. Plus, I was able to delete some old backups seamlessly.
 
Smart Switch!! They have it for Mac as well which really appealed me to Samsung.