Take time now to set up your major life area contexts. Click (left pane). Major contexts must be defined here before you can use them.
Tags are defined when you actually enter them in any Tag field. A tag cloud of all tags currently in use will appear as you type.
If you want to always see certain tags in the tag cloud (even if they are not in use), define one or more Someday/Maybe tasks called [Master Contexts] and assign those tags to them, separated by commas. Toodledo limits the number of characters in the Tag field, so you may need more than one [Master Contexts] task.