I am concerned about one part of your description. You say the user sees a “blank” page. Is the page completely blank? If so, you have a fatal error somewhere and an empty tag Loop isn’t the problem. I am assuming you meant that the content is empty but otherwise the page loads fine.
You need to find the Loop for the page that displays the tags. The most likely candidates are index.php or tag.php but that is not an exhaustive list. In that file there should be something like:
if (have_posts()) {
while(have_posts()) {
// code to display the post
}
}
Add an else:
if (have_posts()) {
while(have_posts()) {
// code to display the post
}
} else {
echo 'no post in that tag';
}
You need to make sure that your else echoes markup matching the Loop markup or you won’t have consistent formatting.
Based on the limited information in your question that is the best answer I’ve got.