This is the message that users receive when they land on a webpage that has been removed. Old URLs remain indexed by search engines thus users have a chance at landing on pages that you have already removed from your website.
You are able to create a custom 404 Error page stating that this page is no longer here and add places where the user can click to something else.
Broken or 404 Error pages can be harmful to your website as they cause bad user experience. It is best to redirect all 404 pages to a page that closely matches what was previously there. Read more about 301 Redirects in our glossary.