Views can have options for deciding what is included in them:
<right click on view> Customize view > Settings > Included Files > Set rules for file display > (add or change rules here)
The easiest way I can think of for you is to use the Keywords tag. Just open the Tagging Pane (Alt-Enter). Now select one or more albums. Over in the tagging pane, find the Keywords tag. Add a new tag called "Favorite" (or some other keyword that makes sense to you). Tag several albums this way.
Now use the "Included Files" that I showed you above on a new albums view. Make a rule for "Keyword 'is any' "Favorite". Save it. Now your view should only show albums that you have set with the Keyword of favorite. Tag your favorite albums this way. Bing, bang, boom, done!
Good luck.
Brian.