Filters in Gmail allow mail to arrive already labeled based on patterns. For instance, if you always want email coming from boss@msri.org to end up in a folder called: "Important Boss email", filters allow this to happen without your intervention. Here is how to create filters:
1. Open Gmail.
2. Click on the gear at the top right of the inbox: 
3. Click on Settings
4. Click on "Filters and Blocked Addresses" tab at the top.
5. Click "Create a new filter" link.
Note: The first step in creating a filter is determining what "behavior" the email has, in order to uniquely identify it. You can later apply this filter to existing emails or emails which you have not yet received.
In this example we are going to filter all email messages from ahale@msri.org into a newly created label called "Super Important Emails".
6. Insert "ahale@msri.org" email address in the "From" field and click "Create filter".
7. On the next screen, you have the options of what to do to messages which match the criteria in the previous screen. In this case, we will apply a label (which does not yet exist). Click "Apply the label: New label..."
8. Here you will give your label a name and click Create.
9. At this point, if you just click "create filter", this will apply the rule only to incoming mail. However, if you choose the checkmark next to "Also apply filter to X matching conversations", this will apply the filter to existing emails as well.
10. Click "Create Filter" and you're done!