Oh god, hard to explain, haha. I basically just made a new page in the customize section, and then I used a HTML code for every tag so that on the tag page, if you click on it, you end up at the actual page for the right tag.
The code is basically the same as any link code..
if you want a tag for, say, Lady Gaga, the code looks like this
<p><a href=” http://thestanconfessions.tumblr.com/tagged/Lady-Gaga">Lady Gaga</a></p>
I don’t know if that helps, at all. I’m really bad at explaining things like that, haha.
But the tag page has links to the actual tag. I don’t really know how the rest works, I guess Tumblr did the rest for me.