Can you see where the water is coming out at? If its new unless it was frozen and something just cracked? You obviously have an O-ring or NPT not tight enough? I am sure other member other then myself who are skilled tradesman will chime in and help you. Good luck.
If the NPT is the issue and leaking? Yes you should have used a type of Teflon tape and or a liquid pipe dope sealant just for NPT. If you done the installation yourself? The instructions in the box would have outlined the proper steps to install the filter correctly. Be careful not to over tighten the NPT, because that to can damage your filter housing. Good luck.This looks like I will have to take it apart and put it back together correctly.
Any other ideas like wrapping some sort of tape around it?