Answer: Based on your description I think some of the soil may have floated up out of the lily container. If that is what happened, you can skim it off the surface. (Usually water lilies are planted in a clay-based soil and the clay stays put beneath the pebbles.)
Or, it may have developed some algae once exposed to sunlight. It is normal for the water in new ponds to darken and for algae to form, and there is also typically a discoloring in spring when the colder water and warmer sun warmed water are causing changes to the water temperature. The nutrients in the soil combined with sun light help the algae grow.
In a healthy pond environment, in addition to the lilies you would also have some oxygenator plants growing underwater; these help filter the water and remove excess nutrients from it thus helping to keep the water more clear. And, once the lily foliage grows and covers the surface there will be less sunlight to fuel the algae. The lily will also use up nutrients as it grows.
Finally, it is quite normal for water in a pond to be somewhat murky, rather than crystal clear. When the surface is covered with lily leaves, you won't notice that.
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