Filters are optional accessories that can either be screwed onto, dropped in front of, or dropped into lenses. They are usually made of glass with a metal or plastic frame. We put UV filters on almost all of our lenses going out on rental because even cheap filters help protect the front element during transport. Not keeping them on, or at least putting them back on when shipping back, can cost you!
However, most people use filters for artistic reasons. They either want to restrict the amount of light coming into the lens, as in the case of neutral density filters, or they are trying to cut out glare with polarizing filters. There are strong UV filters that cut out visible light in the violet end of the spectrum (reducing haze) and there are graduated filters used to cut down exposure on only part of the frame – and many more! You can even stack them, though we kind of overdo it.
Most of the time you’ll be encountering screw-on filters. Make sure you are renting the right size with the right-sized lens. Usually the front element of any lens will tell you its filter size (the lens cap is also telling) but here are some handy guides to help you find the correct pairing: