It means something is expensive. "It comes with a big price tag." Price tag is a little piece of sticky paper that is on a product to show how much it costs. But people use this in other ways even if it isn't a single product. "Remodeling a kitchen can be a great home improvement, but it comes with a big price tag."

Hi, another way of saying this is "a hefty price tag"meaning that the item is very expensive or that you will have to repay someone in a big way for a favour that they did for you. Example: My friend helped me move house but it came with a hefty price tag.

Expensive

Usually, this phrase just simply refers to the cost of something...if something is said to have "a big price tag", it would mean it is considered expensive.