If you have the default inbox view in place on Gmail, you'll see tab headers like Primary, Social, Updates, and Promotions across the top of your messages. By simply dragging and dropping messages between tabs, you can set up customised filters for your incoming emails and make sure Gmail gets smarter at sorting your messages automatically.
When you see a message that isn't where it should be, drag and drop it to the tab where it belongs. You'll then be asked if you want to treat all emails from this sender the same way in the future. If you choose yes, Gmail sets up a hidden filter (meaning it won't appear in your main filters list) to handle these sorts of emails in the future.
By spending a few extra seconds sorting out your emails you can build up a lengthy list of behind-the-scenes filters to manage your messages for you. It's possible to tutor Gmail in other ways as well -- by marking messages as important or not important, for example, using the flags to the left. If you don't see any tabs in your inbox then click the cog icon and choose Configure inbox from the drop-down list.