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You cleaning your brand new spa? If your looking for something down the road, I use baking soda, make kind of a paste and a terry cloth rag. But that's only if there is a weird stain or something. Other than that I drain and re-fill and away I go.
I would just get the dust/dirt out and fill it, should be fine.
The blue film is a good thing, means it was factory wrapped up before getting to you. IE not sitting in a showroom somewhere. The amount of water from the factory leak test is normal, remember you are filling it with over 400 gallons of water. 3 or 4 gallons in the spa now is a drop in the proverbial bucket. When you fill it throw a capful or 2 of chlorine in it to nuke any nasty's.