This is not yet a functionality of Confluence. My first thought would be to create a page with the label macro and add yourself as a watcher to this. However, content aggregated in the label macro is only available on view.
The RSS Feedbuilder is a good option if you want to receive your notifications outside of Confluence.
If that will not work for you I have created the following feature request.
Please visit and vote on this issue to improve it's chances of being rolled into a future version of Confluence.
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