Filters are used to reduce the data set that Views provides. That is to say, without any filters applied, Views will return all of your content. You don't want that, so at least some filters must be used. Some very commonly used filters:

• The 'Node: Published' filter is used to restrict a node View to only nodes that are are have the 'published' box checked. This can be very important to prevent users from viewing content they should not have access to.
• The 'Node: Promoted to front page' filter can be used to show only nodes that have the 'promote to front page' turned on.
• The 'Node: Type' filter is useful for showing only certain types of nodes. Let's say you wanted users to see only nodes that were 'book' nodes, or a combination of 'book' nodes and 'staff-blog' nodes. This filter allows you to select exactly that.
• The 'User: Current' filter will show only nodes that the logged in user has authored.
• The 'Node: Post date' filter can be used to show only nodes posted before, after, or between a range of dates.

The above list is only a tiny fraction of the filters available in Views, referenced here to give an idea of the kinds of tasks filters can accomplish.