how often do you need to change filter?

Check it frequently, when it starts getting hard, rinse it in a solution of 50% water, 50% vinegar. This will help the filter last much longer.

My filter lasted about a month. I am going to the store now to see what to do about it.

A lot depends on amount of run time and quality of water / type. We have had 'hard' water with a lot of minerals, and the filter would need to be changed out sooner. We have used half Distilled water & half filtered water.

That depends *largely* on your water quality. With "soft" water (few minerals or impurities) it should be changed at least 1x / year (according to manufacturer). If you have "hard' water, it will be more frequent. If the filter is getting coated and it is taking longer than normal to humidify the space, the filter should be changed.

I have had mine about a year. The filters need changing now. Works well for me.