So, when you click on a tag or domain you'll be taken to a page that has posts that also include that tag or domain. Towards the top, you'll see two text buttons. One that says "Follow X" and another that says "Filter X". Click those to get the desired result. If you follow something, every time it appears it'll show up in blue.
To unfollow a tag or domain, click it again and you'll see a new text button that says "Unfollow X." That's pretty self explantory.
To follow or filter a user, click on their profile. Towards the top, you'll see a button that says "Follow Username." Click that to follow them. To filter them, scroll further down to where you see the moderation tools. Click the box that says "filter" and hit "update."
If you ever want to unfiltered something, at any time or any reason, go to your personal profile and click "settings." You'll see a column called "filters." Click that, find the person, domain, or tag you want to unfiltered and click the "unfilter" button next to it.