CiviEvent online registration and page not found for online registration
The page or post with a shortcode is not mandatory. Something is probably amiss. Here are a few things to check:


Is your WordPress install in a sub-directory. So the website is http://website.org but the WordPress files reside in http://website.org/wordpress. This can cause the direct links to result in a page not found.
Check your WordPress base page under 'Administer>System Settings>CMS Database Integration' it usually is set to /civicrm (default you can change it to what ever you wish). Make sure that page exists. This is the page Civi uses as a template.


You want to get this straightened out. It can result in some issues depending on what you are doing with Civi. For example your opt-out links in mailings may not work correctly.

Hope this helps.