Welcome!!! Algae when setting up a new tank can be frustrating. Besides keeping you nitrate and phosphate levels within range, I would manually remove as much as you can each week. I am doing that now with one of my new tanks. Get yourself some airline tubbing then find some kind of ridged tube you can stick on the end. Then just go around scraping at the algae and sucking it out during water change. I found this works well.
Welcome! I'll echo others and say that removing as much as possible can help along with some other grazers, Mexican turbo snails have always been great for me when taking care of thicker algae. I also use urchins in every system, but In a 10g you'd need to supplement feeding with nori once the algae is gone