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The Favicon is a small icon associated with a website. The Favicon is important because it is displayed next to the website's URL in the address bar of the browser as well as in bookmarks and shortcuts.

A 404 is a standard http response code for a resource that cannot be located on the server. Web servers usually return a "404 Not Found" error page for non-existing pages. Unfortunately, these default error pages are very generic and a not very user friendly, therefore, using a custom 404 error page is highly recommended.

Process of returning http status code "200 OK" for a non-existent page or redirecting users to another url is called soft 404. Soft 404 errors are problematic for search engines and are not advisable. (https://support.google.com/webmasters/answer/181708)