It seeped into the ground and, over time, occupied the porous space in some subsurface material. Naturally, big particles that can be found in streams, such as leaf chunks, will not be seen in ground water. So, yes, big particles are filtered out. But ground water can contain other items that you can't see. Some are naturally occurring and some are human-made substances.
Ground water can contain hydrogen sulfide or other naturally occurring chemicals.
Ground water also may contain petroleum, organic compounds, or other chemicals introduced by humans' activities. Contaminated ground water can occur if the well is located near land that is used for farming where certain kinds of chemicals are applied to crops, or near a gas station that has a leaking storage tank. A septic tank can introduce bacteria to the water, and pesticides and fertilizers that seep into farmed soil can eventually end up in water drawn from a well. Or, a well might have been placed in land that was once used for something like a garbage or chemical dump site. In any case, it is wise to have your well water tested for contaminates.