As everyone has said, the filters cut out light and you need to increase the exposure one way or the other -- that is up to you. Your TTL meter will adjust for the light loss all of the time for you, and as Matt says,
"if you use the camera's built in meter, you can get at least close by metering through the filter."
The only time the meter might get it wrong is if your subject is the same color as the filter (or the opposite color of the filter). Let's say you are taking a picture of a bunch of oranges. Without a filter, the oranges will come out a medium gray. If you want the oranges to be brighter and stand out more, you would use an orange filter -- which lets all the orange light through (lightening the oranges in the print), and darkening any other colors (blues, greens). If you meter with the orange filter in place, the meter reading will not change very much -- because the orange filter doesn't cut out orange light -- so the oranges will still show up as a medium gray. Normally, you should give the film 4X the exposure (2 f-stops or two shutter speeds).
So that's an example of why I tend to stick with the filter factor of the filter -- but it can be a nuisance to remove and re-attach filters.
Here's a good explanation:
https://www.freestylephoto.com/static/pdf/pages/bw-filters_01-28-2014.pdf