I've bought a couple of sets of cheap 52mm filters, and altogether I've now got five colour ones for B&W, a UV, a PL, and a purple one, (to use in fluorescent light). I can't believe now that I gave away or ebayed all the good ones I had, when I went all Leica and medium format, swearing I'd never get an SLR again. Heigh ho. But now I'm back with and SLR, and I need to get to grips with this whole subject. The only ones I really understand are Red, UV and PL.
Learning the Wratten numbers, and watching out for Hoyas and B+Ws on eBay will be a good way into it: the learning process, I've found, is enhanced when the concept you're learning about is embodied in an object you're going to shell out for with some of the old hard earned. Pre AI lenses, ditto.