Filters have different filter media inside. Bacteria love some types and not others. You should do some research into them first. The different filter types also have different recommended replacement intervals. When choosing a filter, you want to know what is you want to filter out. For ex., you can filter just sediment, or you can filter micro-organisms or you can have a filter that removes chlorine odor and improves taste. And you can get one that is combined. You couldd even have filters in series. Do some googling.
Filters also have a micron rating. Sort of like coarse mesh versus fine mesh. They have filters as low as 0.5 micron or up to 100 microns. Finer is better but it can really reduce the flow rate and can plug up faster. The inline filters often used on your hose have a high micron rating - 100 IIRC. Some filter types are really bad for flow rate so you need to be careful on what you choose. If you install a filter, you should have it after a regulator.
After a lot of research, I just bought a Pentek FloPlus 10" whole house filter. It's 0.5 microns but has a high flow rate and low differential pressure drop and is a combination type filter. A whole house filter is nice, but not everyone can do it unless you have access to the interior side of the water inlet and space for the filter. You usually should have space for a filter under the kitchen sink and could go with a 5" filter housing which would give you more choices in a filter type.
If you want to install a filter inside your unit, go to a plumbing wholesale place. I bought a 10" filter housing at a wholesaler for $20, but a local RV dealer wanted $200 for the identical one.
After the end of the last camping season, I found the filter screen on the end of the hose was almost plugged right up with stuff. No way I will use water from a cg anymore without filtration. We have a well also and have a large whole house filter plus a sediment "spin down" pre-filter. It doesn't take long for both to get dirty looking. If you travel around, you don't know where the cg water can come from and how good the filtration is if it's groundwater.