1script - 1:22 am on Aug 1, 2010 (gmt 0)
This is actually pretty bad because (if you are in a competitive environment) someone can actually create those links on a spammy blog of sorts and have Googlebot visit your site and get 1Mil identical (and empty) pages. Definitely not good. I know it is difficult with most out-of-the-box CMS' but you really should find a way to return the proper code (404) if the page is supposed to be non-existent.
even if there is no link the the nonexistant page anymore, since it is dynamically created, if you ASK for it, it will still be there.
Also, regarding this:
Since they are different codes (404 is not found for now and 410 is Gone forever) you may want to reconsider the change if you plan on eventually getting around to more animals and fill in more of the data that the coloring pages are comprised of. Same for habitat, basically. If you are planning to have these pages in the future, 410 is not an appropriate response.
I found a good thread by Apache Forum mod jdmorgan regarding sending 410's rather than 404's...