If you can't see the tag, then it's possible that the tag has already been removed by the original tagger, so when you try to visit the photo, you won't find it. I'm not 100% sure on this though.
The best way to remove this tag is to click through email notification to the photo itself. If you see your name on the right hand side in the photo details, you should be able to remove by clicking on the
X to "Remove tag." If you don't see this then the tag might have already been deleted.
To prevent future tagging of yourself, it's a little complicated. There is no way to prevent someone from tagging you in a photo. The only thing you can do is require a notification every time someone tags you.
Photos (section) > "People whose tags of you are automatically approved..." -- make sure that no one except trusted users are allowed to tag with an automatic approval.
In the future, anytime anyone tags you in a photo, you will be notified to approved/reject the tag.
In the settings, you can also uncheck the box for "Find my face in photos and videos and prompt people I know to tag me." This will prevent Google+ from highlighting your face for other people to tag (they will still be able to manually tag, but they won't be automatically prompted).