A recent update made it so that the default feed shown is "For You", which includes recommended content based on your usage history. Since you have a new account, it's likely that the recs are not accurate and instead based on usage by other users with similar browsing patterns or metadata (geolocation etc).
If you want to only see content from users you follow, switch to the "Following" tab at the top. Unfortunately, while this used to be a persistent setting, it seems Twitter is now frequently (not 100% of the time in my experience, but very often) resetting users back to the For You feed after the app/site is closed & reopened.
Per your actual question, I don't think there is any simple NSFW filter on Twitter, but you can mute keywords - albeit that's a pretty manual process.