It's a film on the water. It's nothing to worry about. It's not like saltwater tanks, where the film begins to interfere with the absorption of oxygen across the water surface. Regular water changes should keep things clean enough for that purpose. If it bothers, you use a paper towel and blot the surface of the water.
Yeah, I'd guess it's a slight protein buildup on the surface from food, hands in the tank, etc. Then that traps bubbles from the water coming out of the filter. If it's protein the one downside I can think of is that the decay will release some nitrogen, but probably not a significant amount. If it gets really bad, or bothers you, you may need to work on a system to get surface agitation on the surface (perhaps a powerhead).