Part of macOS
socketfilterfwFirewall
○ Leave it
Runs the macOS firewall.
What it is
Decides which apps may accept incoming network connections.
If you stop it
macOS starts it again straight away. Leave it.
The verdict
○ Leave it. Part of macOS, or something that starts again by itself. You never need to close these.
In Activity Monitor
socketfilterfw
From Procession’s guide, in the words the app shows.