Post Categories

I want categories for my blog posts. I created a new category. And I added category widget to the Blog page. In the post edit for one post, I selected Blog for the “‘primary” category and also selected the new category. But when I go to the Blog page and select the new category from the widget, I get this message “opps. that page cannot be found.” What do I need to do? Also - how do I change the order of the categories in the widget? Thanks!