I'm not aware of a detailed list of what filter options affect what messages but that doesn't mean one isn't out there somewhere.

If you click on an option in the filter list, it will usually give an example of the type of message affected at the bottom of the window. A few that might still be confusing:

Echo - the /echo command allows you to type a message (or display a message set in Alarms) that will only be visible to you. For example, if i type "/echo Coeurl Rhodonite ingot price 2500" as a chat message, "Coeurl Rhodonite ingot price 2500" will appear in my chat log if I have Echo enabled on that lot. I might then check the other worlds on my data center for prices, creating an Echo message for each world's price so I can compare without having to remember or write them down separately. I don't suggest using Echo in your General chat log, it's better used in the Event or 4th log you can rename since those will have fewer messages displayed.

NPC Dialog/NPC Dialog Announcements: NPC Dialog would be the messages displayed by a specific NPC when you are interacting with them or during a cutscene. NPC Dialog (Annoucements) are the random messages NPCs will sometimes say as you pass by them though you aren't interacting with them.

System server messages cannot be disabled unfortunately (somewhat annoying if you're doing a lot of world hopping). Those would be the "Welcome to ServerName/Welcome to FFXIV/Event is now underway", "Server maintenance is scheduled to begin" "Join us for Community Team stream" type messages. Other system messages generally can be disabled.