STM32 USB VCP bug

To answer my own question, the problem is that my code didn't wait for the USB to finish initialization and immediately began sending data. Inserting an active wait on a boolean or adding a delay (as pointed out by @ramez) solves the problem.

UPDATE This bug has been fixed in subsequent USB CDC driver versions from ST. There is now a HAL_Delay in the setup. Caveat is that if for any reason Sys_Tick does not work/is deactivated/not yet initialised, your code will hang.

I used CubeMX for generating code for STM32F4 discovery. I used it as virtual COM port as you. I did not use USBD_CDC_SetTxBuffer() function directly. In usbd_cdc_if.c file there is a function named CDC_Transmit_FS(). There was a bug in the generated code, the function took a buffer as parameter and it did nothing with it. The corrected function code is following:

uint8_t CDC_Transmit_FS(uint8_t* Buf, uint16_t Len)
{
  uint8_t result = USBD_OK;
  memcpy(UserTxBufferFS, Buf, sizeof(char) * Len);
  USBD_CDC_SetTxBuffer(hUsbDevice_0, UserTxBufferFS, Len);   
  result = USBD_CDC_TransmitPacket(hUsbDevice_0);
  return result;
}

Actually I had to add the memcpy to the code. After this correction I could send data from the microcotroller to the PC with this transmit function. For example:

int main(void)
{
  HAL_Init();

  SystemClock_Config();

  MX_GPIO_Init();
  MX_USB_DEVICE_Init();
  configureGPIOs();

  uint8_t Buf[] = "Test";

  HAL_Delay(1000);

  while (1)
  {
      CDC_Transmit_FS(Buf, 4);
      HAL_Delay(1000);
  }
}

The initalization in MX_USB_DEVICE_Init() is the same at me as yours.