Filters are simple (or complex!) circuits that serve as one of the fundamental parts of electronics design. Filters block certain frequencies, and let other ones pass through. Aside from amplifiers they are the most important thing to learn about, whether you are doing audio related stuff or anything really.
There are not the only kinds though. There are also Band-Stop filters, which are the opposite of band-pass - they let through all frequencies except a certain range. There are a few more that are a bit more obscure, like comb filters.
Passive filters are very simple to make! You just need a resistor and a capacitor. A low-pass filter made with a 1K resistor and a 1uF capacitor will pass frequencies below ~160Hz. If you feed a filter like that some audio, you will only get the "bass" at the output.
If you make a high pass filter with those same values, you will get the opposite: a filter which pass only frequencies above ~160Hz.
There are some equations for calculating the frequency, but you can also just use a filter calculator. A rule of thumb though is just that higher value capacitors and resistors produce lower frequency filters, while lower values produce higher frequencies.
This is a bit more complicated! But you should try and build one, band pass filters are really nice. If you look closely, you'll see that the band pass filter is just a combination of a high pass filter and a low pass filter, it only lets through certain frequencies above the high pass filter, but below the low pass filter.
Filters are useful in tons of situations! Here are some ideas for how to use passive filters: