Just moved into a new home with well water and it looks like I have two types of filters. No identifying labels so I'm a little confused about what is what. In my previous home, I just had a plain sediment filter. This new setup looks like a sediment filter -- odd that it would have opaque cover though -- and some three-phase filter with pressure gauges.
All of those are sediment (or possibly carbon) filters.
Three of them in a row is common for having increasing levels of filtration, eg: 20 micron -> 5 micron -> 1 micron. This captures bigger particles earlier, which increases the longevity and effectiveness of the smaller filters.
The pressure gauges give you an idea of which filters are getting clogged so you know what to replace.
There's no functional difference between opaque, translucent and clear filter housings -- it's just a different design. Arguably with the clear housings you can see how "dirty" the filter is, but practically speaking, it's much more useful to have pressure gauges. A filter that looks "dirty" may still be quite effective, while one that still looks fairly new may actually be clogged internally and need to be changed.