A water filter that is mounted before your pump is a very good investment for the money.  Contaminants in the water will damage your pump, trigger gun, nozzle and heater. Filters are a cost effective way to prevent damage and extend the operating life of your equipment. They are easy to install and clean. Most filters feature serviceable metal screens that need to be cleaned occasionally and rarely need to be replaced.

There a a few different styles available.  Inline filters offer threads that both fit into your pump and on to your hose.  Cleaning is as easy as removing a bowl with an Allen Key and cleaning the mesh screen.  Or removing a clear cover and cleaning the mesh screen.  

For larger or fixed systems there are many styles of canister filter systems available.  Some filters remove calcium from the water, helping keep your system free from harmful deposits.  Canister filters are very easy to maintain by unscrewing the canister and replacing the filter cartridge 

While generally water is clear and clean, there are ways contaminants can get into the water supply.  One of the most common I have seen is when people lay the hose on the ground.  Quite often dirt will get into the fittings and eventually into the water. 

Whatever filter you have make sure the flow of water it will allow provides enough flow for your pressure washer.  Take into account the flow of a filter that is not clean. As the filter does it's job it will slow the flow of the water... a good reason to check it often. Serious system damage can occur if you do not have adequate water supply.