A not-found page tells someone the address they requested does not lead to a page. It is like reaching an empty shelf and finding a note that helps you look elsewhere.
The site can explain the problem simply and offer a link to its home page or a search box. This gives visitors a way to continue instead of leaving them at a dead end.
Keep the message kind and clear. A helpful not-found page does not hide the fact that the requested page is missing or pretend that everything worked.