Every server provides some information about itself to visiting browsers, just like the web browsers identify themselves through the User Agent.
This information include a status code, telling the result of the page request. Common status codes are 200 (OK), 301 (Moved permanently) and 404 (Not found).
Click here for a complete list of HTTP status codes
The server header also include information about which web server is running, if pages are cached, the time the page was last modified, etc.
There are many reasons to why one would like to know the server headers of a site, and below is a tool that you can use to get this information.