Is there a way to create a new tag with a scripting????

I'm trying to create a new tag with a scripting that when you play the game changes the tag to another one that doesn't exists and when you stop playing the game that tag disappear.

Try looking at this answer.

http://answers.unity3d.com/questions/9222/is-it-possible-to-create-a-new-tag-by-script

No, you currently can't.