In a tool like Obsidian, direct, manually created links are the best way to connect your thinking across notes. This is the default behaviour of the Zettelkasten, and I appreciate the emphasis it's given by the folks at Zettelkasten.de.
However, I'm also not against using other forms of linking notes together. There's value to being able to see connections across topics, and for that use case, tags work well.
But I was a little surprised with how tags worked in Obsidian after coming from Roam.
The Roam approach
Roam treats a tag just like any other note (or page if you will). When you use the pound character to create a link to a theme you know you'll address in multiple notes, all you're doing is creating a note.
#christianity is essentially the same thing as typing
In essence, a tag is simply another entry in your Roam database. Put another way, Roam doesn't actually support tagging.
The Obsidian way
It's similar, but using a tag in Obsidian does not result in an actual note in your vault. Instead, tags can be used as a way to group notes that share a common theme and are essentially a type of "saved search".
You have a list of tags available, and clicking one results in a list of notes associated with that tag. Basically, a way to filter your notes.
Cause for confusion
This can be a real pain if you migrate from Roam to Obsidian.
I had created tags in Roam that had no actual content (because I had referenced the tag itself in a note, but hadn't put any content in the resulting page for that tag), migrating my database resulted in empty notes in Obsidian. Once I started to create more content in Obsidian, I would find some tags with a corresponding file and some without.
It took me a good while to realize that tagging in the app was not actually creating a new note.
I share this hoping it may prevent even one person from experiencing that same confusion. As shown in the image above, tags have their own section in the right sidebar and can be included your graph. But they do not show in the file explorer as there is no file created. They are simply a way to see all content related to a common theme.
That sounds like the right approach!