Help with tag pages, please!

In my hostgator C-panel, the top 25 URLs show three pages that I never created that are for tags. I've never created a tag page myself.

Two pages are like http://xxxxx.com/tag/yellow/ and http://xxxxx.com/tag/pottery/, and when I click on these urls in the C-panel, they each go to a particular post (an article that's also been put on Ezines) on the site, (both to the same post). I can see that the words after "tag" in both instances are both words I have listed as tags for that post.

The third URL, however, goes to a page that is "not found," and the word after "tag" is the name of a Commission Junction advertiser, whose ad I have in the sidebar of this site. I don't have a whole post or page dedicated to this advertiser, just this ad, and a few contextual links on a few pages. So, the name of this advertiser is not used as a tag, but is a keyword on a few pages.


I'm asking for help in how to interpret all of this, and hoping to be told what to do about the page that "isn't found."

The scouting around I've done on my own this morning has shown me that other people (obviously with far more knowledge than I have ) have "tag pages," with links to the appropriate content, but I've never before known that I should create such a page. I'm interested in doing so now, especially with the tag page already there for the CJ advertiser, but I don't know how to go about putting content on a "not found" page.

Any clarification about all of this would be greatly appreciated!

Catherine