A website is not a static creature. Even very simple websites can undergo changes. So it is important when you are doing search engine optimisation of a website that you recheck elements of the site. So a header status check is one of these site integrity checks that you should carry out on a regular basis.
What are you checking for?
You are making sure that your pages produce a 200 (OK) status message when a search engine robot (or a browser) arrives at a page.
You should check your home page and one or two other pages in different parts of your site. For instance, if your blog is running on different software from the rest of the site, you should check pages from that.
What should you use?
There are a number of online header status checkers, for example these ones:
Any of these will bring you back the result of a single page check. Some have functions for an in-browser bookmarklet or a multiple page check.
If you have another tool for checking your site, for example Screaming Frog then one of the functions it does is to check the header status of each page. You can group your pages by the header status to check for any issues.
You will also find that there are a number of SEO and specific header status plugins available for your browser that will show you this information.
What might you find?
Hopefully, you’ll find a 200 status! But you might find something else. Sometimes you’ll find a 301 (permanent redirect) or a 302 (temporary redirect). This may have been set by something you have done, or someone else working on the site has done. You may also find a change created by your hosting company. For instance GoDaddy customers frequently report issues with all the pages on their site reporting 302s, and I have experienced this with a customer’s website.
It is possible for any number of other codes to be shown, but most of those are obvious when visiting the page such as 404 Not Found or 403 Forbidden (for a full list, see the RFC here).
What should you do?
If you find anything you should get it fixed. Normally this is quite straightforward, and might entail talking to your web designer or hosting company if you don’t have the ability to fix it yourself.