If this is a new tank just cycling, I wouldn't worry about it much. The glass is easily cleaned with a magnetic cleaning pad or scraper, just be sure you get one specifically designed for acrylic or glass whichever the case may be. Once the tank ages a bit and completes the cycle, this will subside on it's own.
If an established tank, then typically using tap water will be the main cause as it introduces silicates and phosphates which algaes love. If you could provide some additional details about the tank set up and such it will be easier to pinpoint any possible problem adn solution