So, I would like to add my own chat filter to my game, how would I do this?
eg: Player says: "DIE" Goes through chat filter and comes out as: "###" or any other string I specify.
Some games have their own custom chat guis. You could create one, then have an event that would fire in the server when a player sends a message. Creating the gui is beyond the scope of this question, but the event could have some pseudocode like this:
if(string.match(message, "DIE")) then addMessageToGui("###") else addMessageToGui(message) end
For more resources on remote events, you can learn how to communicate between the client and server here: