Can any filament be used in with any 3D printer?

Not always.

Some plastics need a higher temperature nozzle and/or a high temperature heated bed - and the cheaper printers often cannot reach those temperatures.

Also, most filament usually comes in 1.73mm diameter - but some printers can use 3mm filament - but a typical cheap printer can’t handle that.

But if you can manage the temperatures required and if you can buy your filament in 1.73mm diameter - then you can probably print it.

The most common filaments are made from PLA (Polylactic Acid) - and any filament-based 3D printer can manage that because the temperatures required are very modest (200 degC nozzle, 50 degC bed works OK for me)…and if you’re OK with managing bed adhesion issues, you can even print on a cold bed on the older 3D printers that didn’t have bed heaters.

PLA is a good filament for most jobs - and I would try to stick with it if you can. It’s made from plant material and it (slowly) biodegrades in moist sunlight or in the soil - so you can use it with a clean conscience.

There are a TON of PLA filaments made with additives to give them special properties - such as to make super-shiney prints or to add wood pulp to make prints that feel and cut like wood - or to have multicolored filament that creates crazy color schemes in your prints.

But if you need extra strength - or long-term outdoor use - then maybe ABS or Nylon might be better choices. But these days, there is an utterly bewildering mix.

One word of warning - most printers come with pre-set slicer parameters for PLA - but the more exotic you go - the more fritzing around you have to do to get the right settings.