404 means you've connected to the server, but the server can't find the resource (file or script) that you've requested.

It doesn't mean that you don't connect at all - then your browser gives a different message.

If you get it on an address that usually works for you, like mudcat, it means something is wrong at the mudcat end. It's unlikely to be a fault with your own computer.

The full set of numeric responses is documented in RFC 2616, which is the bible of how the web works.
Most of the numbers aren't errors so you don't see them. The numbers in the 400's and 500's are error message.

You really don't want to go there unless you have a deep technical interest....

Anahata