The algae is probably diatoms (not a true algae, but we usually call it algae anyway

) You can clean it off the glass easily with a magnet algae cleaner such as a "magfloat."
Here's a link to the magfloat site. You can buy them online or at pet stores.
You'll also notice diatoms and other algae growing in your tank on the rock and substrate. Most people use natural cleaners such as mini hermit crabs and various snails to keep that cleaned up.
Algae feeds off nutrients and waste in your tank and it needs light to grow. The less "dirty" your water is, the less algae you'll have.
HTH,
Mariner