The Unified Write Filter or UWF is a Microsoft feature built-in to Windows 10 IoT Enterprise (Previous versions like XP Embedded and WES7 used the Enhanced Write Filter). Both provide similar protection for your local NAND based storage device.
The WF intercepts all writes to disk and stores it in an overlay in RAM. Some applications like Windows Defender need writes to be committed and so you can create exclusions for these programs for them to operate. The WF has a two-fold advantage and should be turned ON for normal thin client operation (Except for maintenance like Windows Updates or Application installs/Upgrades).