If you live in a dusty area, then more than likely it's settled dust. If not that, check your iron levels in your water. Some water is "hard", meaning is has high levels or iron.
The brown powdery residue you have in your pool is probably some type of algae. It might be mustard algae. What you need to do to clear it up is use a algaecide or try shocking it with chlorine. You might also try improving the circulation in your pool. Algae feed on phosphates so keep that level at zero.