Cloudy water is caused by tiny air bubbles in the water similar to the bubbles in carbonated soft drinks. After a while, the bubbles rise to the top and escape into the air.
This type of cloudiness occurs most often in the winter when the drinking water is cold. When relatively warm well water leaves the treatment system, it travels through pipes in the frozen ground to your home. The water is cooled and is not able to retain as much oxygen, but because the water is trapped in a pipe the oxygen cannot escape. When you open your tap, the water is no longer trapped inside the pipes and the oxygen immediately begins to escape (or bubble) to the surface.