its because your tipping a large volume of water into a tank, the o2 gets caught in the water during the tipping motion and because you have nothing in the tank to disturb the bubbles they just stay there. Its like when you run a bath the o2 bubbles stick on the side until you get in there.
Tap water is saturated with air. This means that it is carrying as much air as it can possible carry. The amount of air the water can carry depends on the temporature of the water. The higher the temperature, the lower the amount of air it carrys. Therefore, when you heat the water, the water must loose some of the air it carrys. It does this by "gassing off", releasing bubbles of gas, that make their way to the surface to disipate into the air. Some get caught in the watercollum and on ornaments as they rise, hence the covering in a new tank
The process Karliki outlined will also contribute to the amount of bubbles