Could someone tell me what Error 404 is please. Is the problem my side or the website? Thanks?

It means the page you are trying to visit does not exist.

All the numbered errors you get from websites have specific meanings that tell you (or me, the developer) a little bit about what went wrong. These are actually part of a larger subset of status codes, and here's a few of them:

200: This is what you want (generally). It basically means "Got the page/data/video/whatever, everything's okay!".

304: The Dr. Jekyll to 404's Mr. Hyde? This basically says "Not modified". So, for example, if you visit myawesomesite.com, and then visit it again, on the second visit you might get a "Not Modified" status. Basically, if the browser is cacheing pages, this basically says "no reason to waste bandwidth downloading this again!"

400: Bad request. The client (your computer) is asking for something, but we're not sure what it is. This is the least-specific of the 'client errors'

401: Unauthorized. This is the server saying "I'm not sure who you are. You've asked for access to a resource I'm tryin to protect, but I can't trust you yet".

403: Forbidden. SLIGHTLY different from 401, as this basically says "You don't get access to this". For example, a 'normal' user on Y!A does not have access to any admin page. If you tried to go to it (assuming that page exists), you'd probably get something similar to Error 403.

404: Not Found. I understood the request you sent, it didn't crash the server, but that resource (page, file, picture, whatever) cannot be found.

411: Length required. Hehehe. Sorry.

418: I'm a teapot. This status code is not implemented anywhere, but it IS an official status code.

426: Upgrade required. Server is actually one of the Cybermen. Contact the Doctor/your nearest timelord ASAP.

451: Unavailable for legal reasons. Yes, this is a reference to Fahrenheit 451, by Ray Bradbury

Errors starting with 4 generally indicate a problem on the client side, but this does not necessarily mean an issue with YOUR computer. It more often means that whoever linked to a particular resource did it wrong.

Finally, there are the server errors:

500: Internal server error. This does not describe what happens when the waiter spills your soup at a restaurant. Instead, it basically says "Something went really bad on the server side, but I'm not sure what it is!"

503: Service Unavailable. This means that the server is not responding and likely has been shutdown or is over-worked. This is BAD, as it means the server may not even be running!

504: Gateway timeout. This does not mean you send your old Gateway, inc. computer into the corner to think about what it's done. Instead, it means the server took too long to respond. Most browsers/servers/etc. have built-in timeout limits that basically say "If the server takes longer than X seconds to respond, assume it's never going to respond".

530: Site is Frozen. At this point, you should probably just Let It Go.

You are requesting a file or location that doesnt exist, so the server responds with a 404 error.

If you clicked a link or something to get to that page then its the developers fault, but if you just mistyped the url its your fault

Typically that means the website's server is responding, but it can't find what you're asking for.