There are 4 http status codes (200, 301, 302 and 404) of keen interest in perspective of search engine indexing. These are the response code returned by the server for your urls.
200 status code means that everything with your url is ok. The user is redirecting to his own url and all the requested resources are valid.
301 status code means that moved permanently i.e. a permanent new url has been assigned to your url. Everytime you entered your url, server will redirect to new url.
302 status code means temporarily moved which means something is wrong with your url. In this case, a temporarily url has assigned to your url. The user will not redirect to temporary url unless it is confirmed by user.
404 means not found. The server hasn't found any resources matched with the requested urls.
For search engine point of view, server response code is very important. There are various online tools available for checking the server header response code.