In the winter heating season, furnace filters get dirty, trap particles and need to be changed regularly. The same holds true in the summer for cooling season too!
When these filters get dirty it increases resistance and reduces airflow. That means the your furnace and air conditioner will have to work longer and harder to pull air through the cold air return duct to heat or cool the house. That wears out your heating / cooling systems, decreases their efficiency and increases energy costs. So before that occurs, it’s time to change the filter with one recommend by the manufacturer.
How often will depend on how dirty the air is, the size of your filter, if you have furry pets, etc. With a clean filter your heating & cooling systems will run more efficiently, last longer, reduce energy costs & save you money.
Of course, how well these filters work depends on filter types & ratings. As a result, you’ll need to choose wisely.