Should I be worried that I don’t have a 404 page?

Normally when I enter an incorrect url, my site goes to the page with a 404 message on it. Recently I tried replacing the info in 404.php with a picture but nothing happened. So I put back the same exact info I replaced but the 404 message doesn’t show up. You can enter any crazy url but it just stays on the main page. The thing is, nothing is wrong with anything else on the site, I just want to know if the 404 message is needed.

My site (unfinished) —> http://animationnexus.com/