The main filters
Lube (oil) filters protect engine bearings and internals. Fuel filters and water separators protect injection equipment. Air filters protect the engine's intake. Coolant, hydraulic and cabin filters each protect their own system.
Matching a filter
Two filters can look alike yet differ in thread size, gasket diameter, length, media type or internal bypass setting. Those differences matter, so match on the number from your current filter or the engine's service documentation.
Service intervals depend on the engine, duty cycle and operating conditions. Follow the manufacturer's recommendations rather than a general rule of thumb.
General information only. Always follow the vehicle and component manufacturer's documentation, and have safety-critical work carried out by a qualified technician.