On one of the Web sites I maintain, I get a lot of 404 errors from people who mistype the URLs. As a service to viewers, the 404 page provides links to the most popular pages on the site, as well as to the site's main index. When people arrive at the 404 page after attempting to get to one of the pages on the list, do they click on the link to get the page they were after?
No, they do not. Some of them try putting the file name in ALL CAPS. Others change "html" to "htm" or "asp". Others just try the same exact URL again, sometimes multiple times.
I'm not sure what accounts for this phenomenon. Perhaps they just see the big bold "Not Found" and stop reading? Perhaps they don't trust the list of links to be accurate, and think they have a better chance of finding it on their own? I honestly don't know.