What can I put inside it? It doesn't look like a normal filter will work.
In lighting terms, a gel is a piece of thin, transparent, plasticky material in the color of your choosing. Rosco and LEE are perhaps the best known gel manufacturers, at least in the US. Gels come in large sheets that you cut down to fit your application. One 20"x24" sheet of a given color will probably last a lifetime if you're only using it in your gel holder, but they're also not very expensive at around $7 or $8 for a sheet of Rosco Cinegel.