Well when you brew, you use yeast. And when the yeast die they drop to the bottle of the fermenting container and form what is called the lees. That is what most of the sediment involved in brewing is, just dead yeast cells. There will also be any fruit solids that were present in the juice or that were added to the wine during fermentation.
For future reference, a VERY simplistic viewing of winemaking is: Sanitize equipment, fill fermenter with all ingredients, pitch yeast, wait, wait some more, then rack which refers to siphoning as much of the liquid only out of the fermenter into a new fermenter while introducing as little oxygen as possible, wait some more for clearing and aging, rack again to a bottling container and then bottle.
The reason you rack your wine is to get as much wine out of the container, while leaving all the dead yeast cells and fruit solids and miscellaneous floaters behind. Filtering is not actually needed, because after two, three or more rackings, there is very little sediment at all and your wine is crystal clear and ready to bottle.
For this batch: Have you tried it? How does it taste so far? Is it currently in the bottles again or is it back into a glass container of some sort. As I said, filtering isn't necessary though some choose to do it, but filtering with cheese cloth is not really advised at all. I am not sure in what way you were filtering, but I imagine you were exposing your wine to a lot of oxygen in the process. Oxygenated wine tastes like cardboard, think of opening a nice bottle of commercial wine, and then leaving it uncorked, it doesn't last too long.
If it tastes good now, I would suggest putting it all into one container as gently as you can. You might want to think about siphoning it from the bottles, or you can very gently pour them back in, keeping splashing to an absolute minimum. When it is in one container, cover the container, preferably with an airtight lid and an airlock if you can. Let it sit for another few weeks at least to let as much sediment fall out of solution as possible, then bottle again this time siphoning the brew out into the bottles with out sucking up any of the sediment form the bottom.