Yellow, or brown?
Usually the first stage all saltwater aquariums go through is having this stuff (diatoms) all over the rocks and especially the sandbed. It will go away on its own. It's brown, and scatters easily with the blast of a turkey baster.
Then comes cyano bacteria, it usually grows in red or green sheets.
And then dinoflagellates (aka "marine snot"), which look like diatoms but traps air in the tendrils and grows in the shape of, and reconstitutes into strands when blown off the sand/rock.
After you clear these three stages, you're left with the typical nuisance algae like green bubble algae and green hair algae.
How fast you go through what are commonly called the "ugly stages" depends on the lighting, the nutrients, the water quality, and your micro fauna/flora, and is all part of setting up the system. Everyone goes through it, nobody likes it, but the end result is worth it.
(not my pictures)