If you are using Next Theme for the Hexo blog, and just uncomment the tags and categories lines in _config.yml,
it will generate the tags and categories pages based on tags/categories.
But it will not create the index page itself (which show you all tags/categories pages).
You can easily fix that, by creating “tags” page with:
hexo new page tags
And adding type: “tags” to the header of the page.
Additionally you can also disable the comments for this page with comments: false. Example: