I'll be going to Vortex March 29th and 30th for my open water certification dives. I know, I know "concentrate on diving first". I plan to do all my certification dives and then do a couple dives to try some tech skills. I'd love to take my Gopro down and test it out. I have two Gopro cameras, a 3+ and original hero1 (takes triple a batteries). I've got a large assortment of mounts and plan to buy the LCD bacpac for the 3+. My questions are:
1) Do I need to use a filter?
2) Do I need lighting
3) If I need lighting, what is going to be my least expensive option? LED flashlights?
4) Anti fog inserts? necessary?
5) What filters do I need? Which ones are recommended?
Thanks,
Take your time getting comfortable in the water before you start worrying about shooting video. You may have heard a term in your certification process "task loading". Don't try to take on too much on while you're new

Shooting good video takes lots of practice just like becoming good at diving.
1) While you don't need a filter, it makes a pretty big difference in my opinion and I would recommend using one. Do some searching around on youtube for comparison videos.
2) Same as #1, you don't need one but I'd recommend it. You can get some great footage in shallower water without a light but once you venture deeper than say 30 feet (10 meters) a light came make a big difference.
3) Hard to say without knowing your budget. You'll want something with a wide angle to match the GoPro's FOV. At least 100degrees of coverage would be a good place to start.
4) I've never used them and never had a fogging issue. Here's a trick I use.... put the camera in the housing when you're in an air-conditioned room so the air that gets trapped inside is dry. If that's not an option or you need to swap batteries out on the boat/dive site, crack open your tank a bit and shoot some air in the housing as you close it. Again, trapping dry air inside the housing. Don't let your camera sit in the hot sun either. Keep it in the shade.
5) I'd say the two most popular brands are Snake River Prototyping and Polar Pro. Either one should yield good results. Again do some youtube searching to see comparison. Use Red for clear water (ocean) and magenta for green (lakes/mines) water. Shameless plug...below is a link to one of my videos using the Snake River Prototyping filter (and a light).
Practice practice practice. Two things I see people do way too often when shooting video are the 'shaky cam' and not getting close enough to your subject. General rule of thumb, the less water between the camera lens and the subject the better, make use of GoPro's wide FOV and get close. Unless of course you're trying to get a wide landscape shot of the reef or a shipwreck. Two, hold the camera still, nobody wants to watch a shaky cam video
Have fun and good luck.
Scuba Diving: Bonaire 2014, Part 1 - GoPro Hero 3 - YouTube