How to create a (browser) "Back" link

I always wanted to know this, so I hit the internet and searched for it: I wanted to find out how I can create a Back link on my page. This can be very practical for example on a 404 (page cannot be displayed) error page, as this way if visitors came to your website from one of your pages (or any other website) they can easily click your Back link making your page even more user-friendly.