Guys recently i have shifted from blogger to wordpress and still now every thing went very smooth except there was once problem when i was trying to setup my 404 page. By default wordpress redirects all unknown url to 404.php but if you have a 404 page there and its not showing up then this is what you need to do.
Just navigate to Settings –> Permalink and select anything except the default option.
404 page should come up. 🙂