Most lenses have threads on the end to which you can fasten screw-on filters (like CPL filter) and u just need to fasten the correct size adaptor ring from Cokin/Tianya in front of ur CPL for mounting ur cokin holder (to slot in ur GND etc).
I'm going to get a cokin-style filter mostly to use GND, and I'm bewildered by the vast amount of GNDs available! Can the pros recommend me which I should get, based on their experience?
1. Gradual Grey G1 (not stated what ND?)
2. Gradual Grey G2 (ND8)
3. Gradual Grey G2 Full (ND8)
4. Gradual Grey G2 Light (ND2)
5. Gradual Grey G2 Medium (ND4)
6. Gradual Grey G2 Soft (ND8)
You should get only what you need. The need depends on the situation. There is no "most commonly used ND/GND filter". Depending on the actual light conditions, the scene and the intended result (e.g. lowering the brightness of the sky) you can select from the range of GND filters.
Also, there are differences in the transition zone. "Soft" means that the transition from neutral to grey is broader and softer, compared to the shorter and harsher transition zone of the other filters.