How can I query the Stack Exchange Data Explorer for tags I've created?
This is not possible. The public data dump includes only some of the information the team keeps track of, and tag authorship is one of the private fields.
Now that SEDE exposes the PostHistory table, it is technically possible to get this information.*
That being said, it may be a somewhat difficult query to construct because you'll have to parse the tags field -- the PostTags table can't be relied upon because that's only the current state of the tags for each post.
* Well, a very good approximation anyway. If you created a tag, and then edited it out within the 5 minute grace period, the result you get for that tag will be incorrect, because it won't show up in the original PostHistory entry. The correct information is kept in the database, but isn't currently exposed through the Data Dump.
The best I could do is to query The tags where the oldest question with this tag was created by given user, but the tags created by retags are not counted here. You would have to go through all the revisions (these are in the tables) and find out in which revision the tag was created. Pretty complex thing to do.