Should I use ECC RAM with an RTX 4090 for deep learning?

No, non-ECC DDR5 is fine for a single or few RTX 4090s. The chance of a silent memory error crashing training is basically zero because the GPU handles its own VRAM error correction. ECC costs more, runs slightly slower, and offers no real benefit for most ML workloads. Save the money for more VRAM or a faster SSD.