Filtration is used to remove solvent from a product. For example, if you were running a reaction in ethanol to make a solid product, filtration is how you remove the ethanol.
The problem is that the product you make is often soluble in the solvent, so you can lose your product as you do your filtration. To get around this, you usually want to cool your solution before filtration, and only wash the product with cold solution.
Let's say that the solvent for your vanillin lab was ethyl acetate. Vanillin is more soluble in warm ethyl acetate than in cold ethyl acetate. So if you filtered your vanillin product using warm ethyl acetate, more of the vanillin would dissolve in the ethyl acetate during filtration than if you used cold ethyl acetate, and your percent yield will be lower.