Here's a very quick, but very useful trick. You can catch 404 errors (page not found) on a static site and serve up a custom 404 page with a one-liner in your .htaccess file:
ErrorDocument 404 /404.php
The "/404.php" part is the path to whatever file you want to serve up as the error page.
In other words...
Remember that the .htaccess file works onApache servers only. I say "static" sites, because if you are using a CMS system already (like WordPress), there is already a system in place for catching 404 errors and this is unnecessary.