My tank was always a little cloudy at first. I had it set up for about 3 months before I got my skimmer. I added an ozone unit to the skimmer at the same time and within a couple of hours the water became completely clear.
It's probably just some sort of protiens in the water dissolved that make it a little cloudy. Increasing your filtering by adding more LR or LS or even adding an ozone unit will probably clear it up.
One thing I don't recommend is using one of those chemical water purifiers that claim to clear water up. These simply mask the problem and add more junk to your water that can only build up and cause other problems.