A UV (ultraviolet) lens filter protects your lenses from scratches, finger prints, and damage to the front of the lens.
It also makes colors more vibrant by removing haze from UV light, but the difference is subtle.
Make sure to buy one that fits the filter size of your lens. There is a very small image of a circle with a line through it on the front lens, next to which there is a number. If the number, for example, is 77, that means you should use a 77mm filter (the measurements are in millimeters).
Prices range from less than $10 to well over $100. Some brands include Hoya, Tiffen, Urth, and Zeiss.