SEO 404 error
The 404 error message is an HTTP standard response code which indicates that client is able to contact the server but the server is not able to find the page requested by the client. Thus, it simply means that the webpage you are trying to reach cannot be found on the server. Errors 404 usually arise due to a wrong link on your site or if you have removed the requested page.
If you don't create 404 Error Page, it can affect your SEO. It is required to have 404 error page because it is a common problem.
To create a 404 page, you need to redirect all irrelevant requests to a single 404 error page.