Oh, lots of doggies do this...who knows why...

I am sure it is nothing. I can tell you from experience though, it should be a warning sign is she is "aggressively" chasing her tail. As in growling, ready to attack and NOT in a playful way. THAT could be a bad sign...but just happy go lucky "hey, let me see if I can catch that thing," just sounds fun to some pooches I guess.