A filter or other water treatment system will only be necessary when there are severe chemicals and pollutants present in the water, and in these cases it is almost always necessary to use multiple water treatment systems. It is important to know what is in your water; you can learn this by taking a sample of your water to a local water testing facility, these tests are usually quite affordable and very informative.
If there is sediment in your water, you will need to use a sediment filter to pre-treat the water.