200 level codes are success messages, particularly 200 code which is the message OK.
301 Page moved.
404 is Not Found.
500 Server error, something went wrong on the server while processing request.
There are details on status codes beyond the typical 200 and 404.

Headers
Contain meta data about the response.

Payload
Contains the actual transferred data.

Stateless

HTTP is a Stateless protocol. Meaning it deals with each interaction independently, in other words it wont remember previous requests and use it to inform a later one.

Cookies can add some sort of memory to the statelessness of HTTP.

SSL allows plain text HTTP request and responses to be encrypted in transit, which is used in websites that leverage HTTPS.