ND = Neutral Density
UV = Ultra Violet
CP = Circular Polarizing
Neutral density filters are used to limit the amount of light that enters the camera. They are named Neutral Density since they should not have an influence on the color temperature. They are used when the camera is unable to reduce the aperture/shutter time/ISO sensitivity in order to avoid overexposure.
UV filters are used to filter UV light from the light entering the camera. This should result in more vivid colors. They are not really necessary, as (almost) the same effect can be reached in post processing, but it can be nice to not always have to post-process your footage.
(Circular) Polarizing filters are used to reduce the amount of reflection, especially from water or foliage. It should result in more vivid footage, with the downside that they are highly dependent on their orientation wrt the entering light. That is, you should rotate the filter in such a way that the effect is to your liking, with the downside that if you do it wrong, you might get heavy vignetting, dark areas in your film, etc.
