Why do we use filters in telescopes for astronomical imaging? I have read that if we image without a filter we get no information about the color or SED of objects.  Can anyone elaborate the reasons for using filters for imaging/photometry?  What happens if we image without a filter?
In general, the CCDs used to capture images do not register the energy (therefore, colour) of the incident photons on them - they just count the number of photons observed by each pixel (or a value proportional to the number of photons, as the are not 100% efficient). So, they essentially just show overall brightness variations across the image.

If you want to capture colour information you therefore have to use filters. I.e., if you want to get information on the number of red photons (e.g., the intensity of red light incident on each pixel of your image), you use a filter to block out all other light. You can do this with multiple different filters to build up a full colour image.

In most commercial digital colour cameras the CCDs have a filter mask over four pixel patches: two filtering for green light, one for blue light, and one for red light. The outputs from these pixel is used to build the full colour image.