Yep that's the fuel filter. Easy to replace, pull old one off, some have a center sealing gasket that will need to be removed from the threaded nipple, some filters have it attached to the filter itself. If the new filter has a "loose" center gasket install it on the fuel filter bracket's nipple with clean hands and with fresh diesel or ATF, fill new filter slowly to the top with fresh diesel or ATF and install.
Start engine and let run for a few minutes to make sure any air bubbles get out of the system.
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