Every time a browser or crawler asks for a URL, the server answers with a status code, a three digit number that says what happened. A handful matter for how your site is read.
200 is fine, the page was served. This is what you want for a real page.
301 is a permanent redirect, this URL has moved for good. Use it for a page with a new home and engines pass the old page's signals to the new one. 302 is a temporary redirect, which tells engines to keep the old URL, so do not use it for a permanent move.
404 is not found. Fine for a page that never existed, a problem when it is a page you link to internally, because you are sending readers and crawlers into a dead end.
Anything in the 500s is a server error, the worst kind, because it can make a crawler back off your whole site.
Topkay follows redirects and shows the full chain of codes, and the site audit flags the 404s and errors your own links point at. See redirect chains.