How do I work out what lenses I might want to get?
Work out what sort of photos you want to take 
Lens filter - UV one is a good one to start with, and protects your lens too
Ignore this, a UV filter was the biggest waste of money I spent (actually that's a lie, they're fairly cheap - but they're still a waste).
A UV filter does nothing to improve the image. Any benefit that might apply (and CCD/CMOS sensors usually have IR and UV filters anyway) is negated by having an extra piece of (usually cheap) glass to distort the image. Prime lenses get very very expensive in order to have fewer pieces of glass the light has to pass through and achieve the best image quality.
Protection: your lens has a protection system already, it's called the lens cap.
I used to keep a filter on my lens for "protection", then one time dropped my camera. The body was rock solid and practically undamaged, the lens was decent quality and survived; however, the filter shattered into millions of tiny little pieces of glass, most of them covering the front element of my lens. It cost me about £80 to send it away to get them all cleaned off properly without scratching the proper, useful bit of glass. An unnecessary filter just adds more risk, not protection.