Air filters come in many flavors. There is only one kind with the potential to damage your system, I'll get to that one in a minute. Lets start with the one that comes in the furnace or air conditioner. This variety of filter has a job, it's to protect the equipment from relatively large hunks of dirt that will invade the air circulation wheel and motor eventually insulating it with a coat of dust and pet hair. It's better than no filter and thats all that can honestly be said for it. If you are religious about cleaning or changing this type of filter you will prevent blower motor failure (which is about $500.00 worth of furnace repair) and also lessen the build up of household dust that coats the blower wheel. When the blower wheel becomes caked with dirt it won't scoop air as efficiently as a clean blower and you'll lose airflow across the motor which will run hotter. Air delivery at the far end of the air duct system will decrease. These things are hard to clean. I use a coat hanger formed into a half loop that fits the curve of each individual blade. They are cleaned one at a time until it's to my liking. As you can guess this probably won't get done as a part of regular maintenance. (Plug) Unless of course you hire Rainbow Services where attention to detail is just everyday practice. (enough) Anyway you know you have this filter if you can see through it. It's about 5% efficient.