I also just picked one up. I opened it last night to look over the instructions. As far as I can tell, the tape is to keep those tubes tight so that they and the rocket don't spin around while you're working. And I think the notch is to make easier to slide the tube into the one the next size up. Basically, a notch and sanding on the end so you can get it inside the larger tube, the tape so that once it's in the tube, it doesn't spin around.
That's the way I took it anyway. I'm not sure I'll need the tape, as it is a real tight fit as is.