When I first got Bella (at 3mths old) her tail did not wag at all, and she kind of kept it tucked close to her body...
I would "play" with it to try to pull it up but it would clamp right back so I left it alone.
At about 4 1/2 mths old, she started wagging it a bit and now at almost 6mths, it's stands nice and she wags it all the time.
I wouldn't worry.