You should take all of your fish out, put them in a different container for a while, and clean out your tank. If the thing you thought was a spider web is still there, buy a new fish tank.
There is a fungus called "Ich" which looks like a white and fluffy spider web. It attaches
itself to parts of the fish and if left untreated it can affect every fish in the tank. There are many treatment options available at your local pet store.
