I don't think there's a way to "tag" apps but Apparently you can (see Bryan's answer).
The rest of my original answer: You can create folders on the home screen, label it "Games" or "Notes" and put shortcuts to apps in there. To do this long press on the home screen select "Folders", then "Add Folders", then "New Folder" (steps may be slightly different on your phone). Once the folder is on your home screen you can then drag an app on top of it to add it to the folder. To rename the folder: open the folder and then long press on the title bar of the folder at the top - after a few seconds a dialog will pop up to allow you to rename your folder.
Hope this helps
Edit - I was in the process of editing my answer to include what Matthew said about grouping apps on different home screens - but he beat me to it :). I use this method for games where I have all my games on one home screen.