Is possible add icon in title posts only in specific tag?

The problem with your first approach is that you check conditional tags too early. is_tag will work only after the $wp_query is computed, so there is no point in checking it directly in functions.php file.

And there is one more problem with both approaches – you use wrong conditional tag…

is_tag checks if a Tag archive page is being displayed… So it’s not what you’re looking for.

And here’s a solution:

function add_something_to_post_title( $title ) {
    if ( has_tag( 162 ) ) {
        $title="something " . $title;
    }
    return $title;
}
add_filter( 'the_title', 'add_something_to_post_title' );