You can "favorite" a tag, in which case questions with that tag will be highlighted in yellow. You can also "ignore" a tag, in which case questions with that tag will be dimmed or not displayed at all, depending on your settings.
You can edit your list of favorited/ignored tags by going to your profile, then clicking "Edit Profile & Settings", and then clicking the "Preferences" tab:
That's also where you can choose whether you want to hide questions with ignored tags, or just make them fade out a bit.
Alternatively, you can favorite or ignore a tag by clicking the little star that shows up under a tag when you move your mouse over it:
Personally, I discovered this yellow highlighting thing when I clicked a star accidentally. I didn't even realize I'd done it the first time, so I thought something had changed on Stack Exchange without my doing anything, and I was really confused by the yellow highlighting. So if you don't know why you're getting yellow highlighting right now, I'm guessing you might have accidentally done the same thing :-)
For more information, please see How do I find topics I'm interested in? in the Help Center.