I thought it would be easier to explain with images! I think this is what you were wanting to know?

Ok, first you go to customize, of course. Then you go down to where it says pages and click on that.



Then click add a page .



Where the url is put whatever your links are going to be about (shows, ships, characters, etc.)



Type something, highlight it, and then click on insert/edit link.



Go to one of your tags (like your Grey's tag) and copy paste the URL into where it says Link URL. (You can't see it but it says lizziebennetdarcy.tumblr.com/tagged/grey's-anatomy). Then where it says target pick whether you want it to open your tag in the same window or in a new one (I always pick new)



Then click insert and you're done with that tag! Then you just have to do that with all your other shows and you're done!



Then you can either put it right in your description like Holly said in response to your question, or if your theme allows it, you can put it in a page like i did.



Not sure how helpful this was, but I hope that it helped at least a little bit!