I've had it before, and it seems like it's not uncommon. I've heard it could be everything from a bacterial film, proteins, oils, etc. I've no clue as to what it actually is (probably a bit of all of the above)
For the short term, you can use a papertowel draped along the surface to absorb it, or use a cup or something similar during water changes (or whenever you notice it) to draw off the top layer of water (and film with it).
Longer term, either see about agitating the water (spray bar, air stone, etc.), or using some sort of overflow/skimmer for the filter uptake.
And, yeah, as said above, a bit probably won't matter, but if it gets excessive, it could cut down on gas exchange.