Bubbles (foamy ones like in your picture) are either the sign of very organic/dirty water (which doesn't appear the case as it looks like you just set up the tank) or some sort of chemical or similar residue in the tank. Probably it is something off of the filter pads. Often, new pads (especially the micron "felt" types) need to be rinsed off prior to use.
If that is not correct, did you clean the tank with anything? Any chance you are using a bucket that could have some residue in it?