Filters are your friend. Like an oil filter is used to filter your engine oil, a coolant filter is used to filter the fine sand from your coolant. When engine blocks are cast, the sand core is knocked out of the block and then the block is flushed. Unfortunately, over time, some of the impregnated sand begins to loosen up and begins to float around your engine. Long term, this sand does damage to your water pump bearing and can create deposits within your radiator and smaller coolant passages within the block. By utilizing a coolant filter, it will collect this sand keeping your cooling system operating at peak. Often the coolant filter will be the dirtiest filter on a vehicle.
Please note, your vehicle did not come from the factory with a coolant filter. It is recommended however to install one.