I'm new to the cryptocurrency world but I was wondering if someone could help me answer my question regarding bitcoin address tags. I was on an exchange platform and I wanted to transfer my coins to another wallet... and they are asking me to put an address tag and also my bitcoin wallet number.

I found this site: https://blockchain.info/tags?form_type=0

Is this where I create my address tag? I don't understand the link part, so I just link to a random site or it has to have my bitcoin address on that site for it to work? I'm confused :( Thank you for your help everyone!