Pages do not have categories, but “Page Parents” – in other words, they can be subpages of other pages, which is similar to a category anyway. Use the drop-down box to assign to a particular page.
Well, when I am editing a page, the preview area says it’s in the Uncategorized category. See here.
Don’t use the template tag the_category() for Page template. Pages are not meant to be categorized in WP; thus, the lack of support of Page category.
How do I “Don’t use the template tag the_category() for Page template”?
It is uncategorized, as it should be, because it is not a post and does not belong in a category. If it were categorized the page post sontent would show up in your categories.
Just pay attention to “Page Parent” and think of that as the “category” it is under.