Do you mean the little blue things that mean there are new (unread) posts? If you click on one, does it take you to a newly posted response, as opposed to going to the top of the page?

Or maybe you mean the thing that actually looks like a tag, which means that some one has tagged the thread with keywords. If you scroll to the very bottom post in a thread, after "previous and next thread", in the bottom left you should see "Tags for this thread."

It could just be that someone recently decided to tag threads with keywords for easier searching.