'04 GMC Sierra 5.3 o2 sensor reading?

I had an o2 sensor and multiple misfire reading on an obd2 scanner, replaced the o2 sensor and now it has a reading of 0, repleced the original sensor and now IT has a o reading on the scanner. Parts store told me i need to replace my fuel filter? Any Suggestions as to if this is right?
edited : the sensor that was detected on the scanner was O2 Bank 1 sensor, yes it was the right sensor that got replaced