I wish you have done some self-study or R&D your self to get an answer to it.
A very brief introduction about them is as below and I would suggest you to further explore them yourself:
- OrganizationalItemItemsFilterData - If you want to filter content with in a Folder, Structure Group, Virtual Folder etc.: Like getting a a list of components with in a specific folder or multimedia components based on a specific schema
- CategoriesFilterData - If you want to filter category-keywords: Like getting all categories with in a publication
- RepositoryItemsFilterData - If you want to filter content within the Publication: Like getting components and schema with in a Publication
- ProcessesFilterData - Filtering Workflow processes: Like Getting all active workflow process initiated by a specific user
- PublishTransactionsFilterData - If you want to filter Published Transactions: Like getting all Components and Pages published from a publication and got failed during the Publishing process.
I hope this helps you getting started with the core service and data filters.