Off the top of my head there are a couple of quick things you can check to help figure out what’s going on.
1) If you add the basic “categories” widget to your sidebar, do the links there work as expected or do they also give 404s?
2) If those work, are the links pointing to the same place as your menu links?
3) If those don’t work, have you tried flushing your permalinks? (Settings > Permalinks, click save)
Those steps should give us a better idea of the problem.
Shellbot,
Thanks for responding! I added the basic “categories” widget to the sidebar, and they gave me 404s. Then I followed your 3rd step and it worked! THANK YOU SO MUCH! I not that techie and am still learning how to use WordPress.