If you are sending an Email Blast, the tags Guest is subscribed and Email has any value will automatically be selected. This is to ensure you're only targeting guests that have opted-in to receive your marketing, ensuring your venue stays compliant.
If you have chosen to send a Blast SMS, the tags Guest is subscribed and Phone has any value will automatically be selected:
By selecting the + Add Filter button, a list will display giving you different filter options:
You can also select one of your Custom Fields located at the bottom of the list...
Alternatively, you can pick one of your existing predefined Segments: