What number does it stop at?
Can you show the relevant code?

1. PImage b;
2. int image=834;
   // Images must be in the "data" directory to load correctly
3. void setup(){
     size(2592,1944);
   }
4. void draw(){
   b = loadImage("GOPRO0"number".JPG");
   image(b, 0, 0);
   }

I just need to load each one to the Processing window at a time.

Bump

Does anyone have an idea??

Well...

You need a global variable that stores the current number.
That would start at 834.

Then, you need to load that with something similar to what you already had:

b = loadImage("GOPR" + value + ".JPG");

value would be defined with the following, to determine the current number:

String value;
if(number < 1000) value = "0" + number;
else value = number

You would perform that every draw loop.
And, of course, number would be the global variable that would increase on every frame.

b = loadImage("GOPRO0"number".JPG");
isn't legal Java
Use + to concatenate strings. Use nf() to ensure there is a leading zero if needed:
b = loadImage("GOPRO0" + nf(number, 4) + ".JPG");