A modular synthesizer serves two main purposes (in my opinion):

1) offering the flexibility to reconfigure the signal flow in countless ways to create a wide range of sounds

2) enabling the design of a custom instrument tailored to individual tastes and working styles.

Because of that second point, I often resist telling other modular users which modules they should get, as their tastes and way of working may be different than mine.

Some users, for example, prefer a more aggressive sound than others, making certain audio module choices more suitable for some users than others. I typically have 20 (!) different filters in my large studio modular, so I have quick access to a wide range of choices that match my personal tastes. 

If you're just getting started with modular, here are some considerations and suggestions for choosing your first filter(s).