Hi there, @Melissa_Flores 
Currently, tags are created individually for each event, but I agree that having a list of tags would save much time in some cases. This idea is already on the Wishlist and you can upvote it here - Save a list of Tags.
Regarding the tag filter issue, could you please send me a link to the page, where your widget is installed or just specify its ID? I’ll be happy to look into this 