It's called a LENS HOOD. It is included inside the box on Sony's HDR-CX760V. I find it essential when filming outside to deflect bright sunlight against the lens glass surface. However, I take it off for inside and evening/dark filming.
It's a lens hood, but it only works without a flter. The hood does come in the box but is awkward to install. I had to shop around for a while to find the right lens hood which would m ount directly on a 52mm filter. It's the Mennon 52mm 16:9 Wide Angle hood, available through Amazon. Good luck!