I added two new tags, one for the Lands of Fire VN related content and another for Echo's Sydney character. How do I make them proper tags (one for media and another for a character respectively) instead of just blue?

Two ways to do that.

First: Go to the Tags search (link is also in the header above), look up the tag you want, and click "Edit" next to the name. Then, set the category to whatever you need.
Second: Find a post with that tag, click on the question mark next to it, and click on "Edit tag" on that page. Then, set the category the same way as above.

Side note: screencaps from games are not allowed on the site. That includes visual novels.
See Uploading Guidelines, relevant part:

Bad things to upload:

• Screen captures: Screenshots from games, still images from movies, video snippets from YouTube, etc.

This means post #2662095 will likely be deleted.

bitwolfy said:
Two ways to do that.

First: Go to the Tags search (link is also in the header above), look up the tag you want, and click "Edit" next to the name. Then, set the category to whatever you need.
Second: Find a post with that tag, click on the question mark next to it, and click on "Edit tag" on that page. Then, set the category the same way as above.

Thanks!