This is a fine screw thread cut into the front of almost all DSLR and mirrorless camera lenses. This is where you screw in round filters, or the adaptor rings for square filter holders. The size of the filter thread varies, so you need to make sure you buy filters or adaptors the right size for your lens.
One alternative to buying the same filter in different sizes is to buy a larger size and then use inexpensive step up rings to fit it to smaller lenses.
Some lenses have large or protruding front elements that make regular filters impractical. These lenses may have slots in the rear for special drop in filters, though these won’t offer the same variety or scope as regular filters.