OK, so let’s assume you’re ‘sold’, the first thing I’d do is to test the theme being used now to see what happens if a 404 error happens. Then, review the steps related to 404 error page creation in this post from Search Engine Journal and add that 404 page.  There are several methods listed.  All from the podcast episode https://theguyrcookreport.podbean.com/e/how-to-create-a-custom-404-page-for-wordpress-powered-content/
