The hose is equipped with a strainer/filter. It's located inside of the hose connector at the end of the hose as you can see in this exploded view (item 2).
The purpose of the strainer is to keep bigger particles (like smaller stones, straws, gravel and so on) out of the hose when the hose is disconnected. This strainer could be damaged over time due to hard hitting particles from the high pressurized water. We always recommend to use a whole house water filter at the high-pressure washer to keep the water as clean as possible.

Link: Exploded view of water strainer (item 2)