Can you damage motor if oil filter hasn't been changed after two oil changes?

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Change my oil first time. Couldnt get off oil filter. So I just left it alone. 3000 to 4000miles later I was going to change oil. But before had a chance. I was driving. Next thing car started knocking every time I would get it gas. The knocking again. Drove 5 miles home n then parked it ever since.