Step-up Ring, Step-down Ring, Step-sideways Ring...
The Tower of Babel was also a simple idea; just build upwards. And didn't that work out well...
If you want to use the smaller filter on the larger lens, you risk getting vignetting at the edges of the image - not in every case, but it is always a danger. It maybe hard to see by just peering into the camera, so you might have to take a couple of test shots at small apertures.
It you clap a larger filter onto the smaller lens you won't get vignetting, but you might create a multi-thread monster that tends to unscrew itself whenever you touch the front end of the lens. Circular polarisers are the worst danger here.
The real trap for young players is the ring that screws into the filter thread of your lens and then presents another male filter thread on the outside...onto which you are presumed to screw another camera lens in a reversed position. It is one way to compel the lenses to do very close-up focusing and macro work but the exposure calculation means a certain amount of trial and error.
If this is too much, there is an adapter made that will slot into the mount on the camera body - chiefly on Nikon or Canon - and then take the original lens in that reversed position - again it is a close-up worker but not so unwieldy as the previous rig.
If you are currently using a mirror-less camera system you can also adapt lots of other manufacturer's lenses to your own body. that's the subject of a different post, though.