Help with multiple knock Sensors across 4 Analog pins...

I don't really know which bit of code to address...

If you only have one LED, then how about flashing it a different number of times depending on which sensor is triggered ? Write a function to flash the LED and pass the for loop index as a parameter. For a quick/dirty test use delay() when flashing the LEDs even though that will block the code for a while.

Or simply print the for loop index when you detect a knock.