If the message contains a theme's name that you never installed, it usually is a hacker attempt, for example:
The sample above is one of my 404 error. The hacker was trying to access a file called thumb.php, which he managed to know that the file have security vulnerability so he may use it for hacking my website. Luckily, it don't exist, I even never use the theme.
If the error message is one of the theme you recently removed from your website, it can be the web crawlers (google, bing, etc) visiting your website to check your website to find if there any changes have been made. And it causes a 404 error if you just removed the theme. Usually after some period of them, they (the crawler) won't back to check the file.
If you have too many 404 errors, it can be an indications that you've been targeted by hackers. As it happened on me, they came back everyday, scanning my website searching for security vulnerability, which triggers a lot of 404 errors everyday. If you think you're under attack, you should enforce your website security by installing some security plugins.
It's is interesting to learn who they are that causing the 404 errors. You can copy/paste the IP and put it on: