Hi,
Firstly, welcome to ClubSnap.
The use of filters actually varies with the situation and the effects you want to achieve. There are various filters for you to choose. Do read up via the net or go to a library on detailed information. Here are some for your reference.
UV Filters - Absorbs ultraviolet rays. Gives cleaner, sharper pictures with less haze. It is recommended to leave a UV filter on your camera lens at all times to protect the lens from dust, moisture, scratches, and breakage.
Sky Filters - Reduces blush tones in outdoor shots. Keeps skin tones natural and free of reflection from nearby objects. Also serves as a permanent lens protector.
Circular Polarizer and Moose Filters - Essential for outdoor photography; deepens intensity of blue skies; reduces or eliminates glare. Circular Polarizing filters are used on auto focus cameras.
Linear Polarizer Filters and Linear Focus - Used on non-auto focus cameras.
Neutral Density Filters - Reduces the amount of light without affecting the color. Eliminates overly bright, washed out images. Great for video.
HOYA HMC Ultra Thin Filters - High end filters designed to avoid vignetting problems which occur with wide angle lenses.
Cross Screen, Soft Screen, Star 6, and Star 8 - Creates a star in the picture where this is bright light. Ideal for photographs of ladies wearing jewelry or other objects with strong reflections.
Close-up - For close-up photography.
Split Field Filters - One-half of the picture receives a close-up effect while the other half is normal.
Special Effect, MultiVision, and Mirage Filters - For special effect photography.
Misty Spot Filters: Breeze, Halo, Windmill, and Gradual Filters - They have a sharp central image with a pleasant blurring of the outer field. For special effect photography.
Center Spot, Soft Spot, and Color Spot Filters - The center has a clear spot, while the outside can be used as a portrait filter or color.
Softener Filters - Gives a soft gradation image, with focal point somewhat retained.
Infrared (IR) Pass Filters - For infrared photography and the popular Sony X-ray effect.
Intensifier Filters - Intensifies and enhances colors.
Portrait, Duto, Diffusion, Spot Diffuser Filters - Diffusion filters give an overall soft focus effect. Can be used to create the romantic and mysterious effects.
Fog A & B Filters - Fog filters give an overall soft focus effect. Fog filters can be used as a portrait filter or to create the romantic and mysterious effect of fog in any scene.
Colored, Vario PL, Fantasy, and Tri Color Filters - Tone correction; improves contrast. Ideal for landscapes.
Half Colored and Gradual Color Filters - Half of the filter colored and half clear.
FL-W, FL-B, FL-D and Special Fluorescent Filters - Used to correct the greenish tone that appears when fluorescent lighting is present.
80A, 80B, and 80C Filters - These filters are for color photography in artificial light.
81A, 81B, and 81C Filters - Filters used to create a warming effect (reduces blues, increases reds).
82A, 82B, and 82C Filters - Filters used to create a cooling effect (reduces reds, increases blues).
85A, 85B, and 85C Filters - Filters used to create a warming effect (reduces blues, increases reds). These are more powerful than the 81 series.
Hope this long list helps.