Nice looking bike, Timo.
A fuel filter would be a good thing, yes. You'd be surprised at how much gunk there can be floating around in the bottom of the tank. With the fuel line off the carb, how does the flow look if you open the petcock? And while I'm thinking fuel delivery, have you pulled and checked your spark plug after trying to start to see if the end is wet?
I'm not a fan of where your CDI is mounted, but only because your magneto wires are way too close to the engine.. if they rub on it when it gets got, the insulation will melt and they will short out. At the least, they'll shut you down. Many will tell you to lose the quick connectors and solder the blue and black wires together, too. The stripped plug wire wrapped around the plug tip also may not be doing the job, that's also a cheap and easy fix. (copy and paste
replace spark plug boot into the search box above, it's a 5 minute fix)
Keep us posted on how it goes.