If you've ever tried initiating a group voice or video call on Messenger, then you know that it's not intuitive at all. You'd have to hang up on your friend, start a new group convo and then call from within that window to be able to talk to several friends at the same time. Facebook must have realized that the process shouldn't be more complex than setting up a three-way call on a landline, so it has launched an easier way to initiate group calls. Now, when you want to bring the rest of your circle into an ongoing call, you simply have to tap on the screen and select the "add person" icon.
From there, you can choose the people to add and be able to see them all on your screen if it's a video chat. The original person you're talking to won't have to miss anything if you called to show them, say, an event going on in real time -- and yes, filters work even when you're talking to several people. The feature is most likely one of the improvements Facebook promised for group chats back in January, when it announced its plans to simplify Messenger this year. It's now available for both iOS and Android devices around the globe; you just have to update your app to be able to make initiating group chats a more seamless experience.