Oil filter "burping"??

Ok I'm gearing up to do my first Oil and filter chang myself
.Am doing both so I can change to 5100...And reading up a how to on a US forum they say you need to fill the filter before putting it on does that sound right????...They call it "burping"
....
I have done car's before and didn't have to do this.....Just seem's like it could get messy?


I have done car's before and didn't have to do this.....Just seem's like it could get messy?