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BamPow Having grown up on a farm, I can tell you that from my own experience, what we filtered out of our deep-well water was rust from the wellhead pipe itself and lime particles that were suspended in the water.
The problem with filtering well water is that because well water doesn't contain chlorine like city water does, there is a very high incidence of bacteria forming within the filter itself which can cause severe illness.
You either have to change the mainline water filter very frequently if using well water, or you don't filter the water at all so that bacteria won't stay trapped within the filter and then contaminate all water that subsequently passes through it.
As long as water flows regularly from a well to the tap, bacteria won't form within the system.