Hi Ryan and well done on a first scope.
The moon filter is not essential, it only dimes the view as the moon is a very bright target and and can be hard to view at full brightness.
With eyepieces (BTW the correct term is eyepieces not lenses) my usul advice is not to pend time or money on upgrading them until you have a very clear idea what you want. In the meantime focus on using the lower power 20mm eyepiece first. Try the 10mm one once you have found a target.
Cheers
Malcolm
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