The tutorial is buggy/incomplete, which has been known for years - unfortunately Epic doesn’t seem to provide a way to report bugs in tutorials, except for this forum which they apparently don’t read.
Anyway, regarding the tag, open Content/ThirdPerson/Blueprints/BP_ThirdPersonCharacter, and on the right, find “Tags” under “Actor”, and add one that says “Player”, like this:
(see also the 4.27 version of the tutorial)
Apart from that problem, the tutorial fails the mention in Step 5.5 that the added PatrolLocation variable must have “Instance Editable” enabled (like PatrolRadius), and that after compiling+saving it, you need to open the BT_Enemy behaviortree, where you need to select BTT_FindRandomPatrol and, in the “Details” tab, need to set Patrol Location to “PatrolLocation” (it seemed to default to “SelfActor”?!).
(Probably this reply is too late for you, but hopefully it helps someone else who stumbles upon this problem, like I did today)