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The checkmark to activate "scrobbling" is there to choose whether you want those played tracks added to your profile.

For tags to appear you have to "tag" tracks / artists / albums yourself as it will only display your own classifications.

Discovery mode is available to Last.fm subscribers only.

If you choose to play a rather rare aritist's radio (that doesn't yield many similarity matches) this might happen. Another reason might be that your "collection" is still very small right after the start.