Opening Stack Overflow family tag feed URLs do not cause Opera's built-in feed-reader to ask if one wants to subscribe to the feed (it just displays a very big blob of text). Example tag feed URL: http://stackoverflow.com/feeds/tag/perl.
The workaround is to save the content in a file with file extension .xml and open this file in Opera. But this is quite cumbersome and it would be nice if it worked.
For reference it does work with most other feed URLs that do not have ".xml" at the end of the URL. Examples are http://feeds2.feedburner.com/deepfriedbytes, http://feeds.feedburner.com/netRocksFullMp3Downloads and http://www.cigital.com/silverbullet/feed (.NET Rocks, Deep Fried Bytes and The Silver Bullet Security Podcast).