A "filter" in set theory is like a special kind of strainer for a group of objects. Let's say you have a big bag of toys and you only want to play with certain kinds, like cars and balls. You can take a filter and pour the toys through it, and only the cars and balls will come out the other end, leaving behind all the other toys you didn't want to play with.
In set theory, when we talk about a filter, we are talking about a special kind of collection of sets. Just like the toys in the bag, there might be many different sets in the collection, but we only care about certain ones that meet certain criteria.
For example, let's say we have a collection of sets that are all subsets of the numbers 1-10. We might have a filter that only includes sets that contain the number 5. If we pour all the sets through this filter, only the ones that contain the number 5 will come out the other end.
Filters can also be used to define certain concepts in set theory. For example, a filter might be "ultra" if it satisfies certain properties, like being closed under intersection and containing all subsets of any set in the filter. These kinds of filters are used to define concepts like "ultrafilter convergence" in topology, which is a way of understanding how sequences of points in a space "converge" to a limit.
So, in summary, a filter in set theory is like a special kind of strainer that helps us focus on certain sets that meet certain criteria, and can also be used to define important concepts in mathematics.