The 404/Not Found error message is one of the most hated screens on the Internet; it indicates that though you, the browser, were able to communicate with the server, the page you need was not delivered either because it was not found or because the server for some reason was configured to not fulfill the request (which is happening in some countries with pages containing illegal content).
The page you actually see is not generated by your computer; instead, it is a special page on the server you’ve tried to contact. Many web sites create their own special 404 pages either for artistic reasons, or because the site owner wants to put specific data, like contact or redirect information, on the page. In Apache, having your own special 404 page is as simple as modifying the .htaccess file. (The only caveat: the page must be larger than 512 bytes or IE will not display it.)
In most cases, the 404 error comes up when a page has been moved or deleted from a site. However, in the case of WordPress, an annoying bug can cause permalinks to point to the 404 page instead of the page you want to have it bring up.
How Do WordPress Permalinks Work?
Permalinks...