I'm not sure what you mean by the crosshair (because I played the game long time ago so I don't remember it dialogues), however tags is the pictures that you can paint on the wall or ground with the spray.
To paint tag on ground, simply equip the spray and press B button. Or facing the wall and press B button to paint it on the wall. Also if you already use Anima on the spray, it'll give element attribute to the spray. You can shot magic by hold space and press B button, or paint the tag then hold space and press A button to active tag explode (which necessary to solve some puzzle later).
To learn new tags, you must obtain them from the treasure chests in dungeons and overworld. Then open the menu, select the spray and check it with A button, you'll see the options to switch tags (in some puzzle, it require you paint correct tag to solve, other than that, different tag can give you different bonus when you paint and stand near it).