Shutting off the water is not usually necessary, but could be helpful in making it release easier, and it will relieve some of the built up water pressure.
Samsung Official Filters: https://amzn.to/3VJdT5E
Used in Video: Golden Icepur Filter: https://amzn.to/3GeJaYe
Amazon Basics Filter: https://amzn.to/3QfObo3
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Chapters:
0:00 Intro
0:32 Use Pliers/Wrench
1:10 Put in new filter
1:22 Turn Off Filter Light