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When you click on a tag, it races your screen across to the left.
Click the up and down arrow in the upper right hand corner.
The word "Pin" is under the left arrow.
I am sure @FediTips has a picture set of directions.
If you are using a phone or ipad app, it may be done differently. You may need to use the computer with the dashboard option turned on.
I have several tag lists.
Follow a tag.
Click the button and Pin the tag.
Click the arrows.
Click the add more tags button.
There is an option to make a list.
Add more tags.
Move the list to where you want it in your stream.
Some of the apps work oddly.
So you may need to use it on the computer to make and build tag lists.
Is there any way to see the list of accounts I have marked with bells?