I created SXA Tags in the Sitecore and I know how to add this tag to an item but I want to add the required field validation to the Tag fields, so I can not save the items without adding tag to it.
Do you have any ideas?
You need to select Required validation rule for all the validation rules section in the template for your desired field:
Best would be to duplicate OOTB Required validation rule and set "Result" parameter to "FatalError". Name the validation rule as "Fatal Required" or something similar.
In other words, set Result=FatalError
inside the Parameters field of your duplicated Required validation rule:
Then you can use it as a validation rule and it will disable content editors to save pages without specifying Tags field: