I own a Morgasmatron. It's a bit expensive. But you get two multi-mode filters that can act independently or as one cohesive unit. So you'll get a lot out of it. It's my go-to, bread & butter filter. As you progress, you may add more filters with different characteristics. But those characteristics are nuances if you're just getting into Eurorack or synthesis. In other words, you'll probably need some time to appreciate the differences.

Looking at your choice of sequencer, you might run into some issues. Steppy is great. But it only handles triggers and gates. So you may either want to add a second sequencer like a Noise Engineering Mimetic Digitalis... or replace the Steppy with something else that does both (there are endless possibilities in this category).

If you like the way the Steppy works then the Mimetic is a good choice. But you might have to think really hard, watch some videos, and read some manuals to make sure you like the workflow.