A 404 page communicates that the requested page could not be found. If a visitor lands on a page that doesn't exist, a 404 message will show.
Change the messaging
To change the wording of the message, go to Theme actions > Edit languages > 404
Continue shopping link direction
By default this will be set to All products. To change this, go to Theme settings > Advanced. In here you can select the X icon to the right of the current link, then select from the provided suggestions or search for the page name.