Categorize post under Labels

A summary message: Unlike the main screen, in most templates there is a message at the top of the page saying:
"Showing newest posts with label WHAT-EVER-YOU-CHOSE. Show older posts"

Or if there are no published posts with the selected Label, the message is slightly different.  Some people change their template to customise or remove this message:  Chuck in The Real Blogger Status has written an excellent description of  how to do this.