You definitely need to do more/frequent water changes to get the nitrate down if your cycle is completed (ammonia & nitrite at zero). If ammonia & nitrite aren't at zero yet, I'd just wait on the water changes.
You're going to go through several unsightly cycles: diatoms, cyanobacteria, probably hair algae. This is common for new tanks & as long as you keep your water parameters under control & as steady as possible, they should go away as the tank settles in & matures. The first 6 months to a year can be quite ugly, that's where patience comes in!