Your trucks EGR system (exhaust gas recirculation) does exactly that — it recycles your fuel exhaust back through the engine.
Its goal is to reduce emissions.
However, although they do reduce emissions slightly, these systems end up putting more strain on your engine therefore reducing the overall lifespan of your diesel truck.
The DPF (diesel particulate filter) treats your truck's exhaust by trapping particulate matter which is just fancy words for soot and ash. It looks like a honeycomb and it's made out a ceramic material.
The DPF has a 3 step process: capture soot, store it, then burn it off. Its purpose is to reduce emissions and catch the black smoke you typically see when you gun it. However, poor stock tuning is more often the culprit of these issues and can be fixed through custom ECM tuning.
Diesel trucks and their emissions control systems are designed for heavy towing at long distance. So, if you're using your diesel truck as a grocery-getter, you'll likely run into DPF problems.
Basically, at low speeds and no tow your filter just isn't going to meet the requirements the system needs to clean itself.
Note: long idle times can affect this too.
If you're looking for a ballpark estimate of when you service your DPF filter, it'll be around 300,000 miles. But if you don't maintain it, that number could be much sooner.
You'll know your DPF is blocked when an orange light appears on your dashboard (it will look like smoke blowing through a filter).