Summary:
What are tagged messages? Why does [SPAM?] appear in the subject line of some of my e-mail? Does this mean those messages are spam? How can I make this stop?

Tagged messages are message that are of indeterminate disposition; they have a score that puts them on the borderline between legitimate e-mail and spam. They are tagged with a text based note (by default it is [SPAM?]) on the subject line, but otherwise is delivered normally. (You can turn off the actual subject line tagging in Filter Settings, if needed.) Messages that are tagged and are also from unknown servers, seen for the first time, may be grey listed.

Grey listing is a process where the server reports that it is temporarily unable to service the e-mail. The sending server receives this notification while attempting the mail exchange. The normal behaviour of mail servers is to try sending the message again after a short delay (usually 5 or 10 minutes). After 3 minutes or 3 attempts to deliver a "grey listed" message, that message will be accepted.