Hi-
Sorry, just saw this one.
How much are you feeding?
My best guess is that your old gravel has a lot of detritus, uneaten food and junk in it. When changing it to the new tank, you stirred it up some.
As you know cold water tanks take longer to cycle. The smell is probably that 'fishy' smell. If it just smells like fish then this is common with goldfish and cycling. You can add some Amquel or Ammo Lock 2 to render the ammonia less toxic for now but it just takes time.
As for the algae, brown slime alage is normally associated with marine aquariums. While brown diatoms do populate freshwater systems, especially cold water ones, it is less common. If in fact you do have a freshwater diatom, your main problem is silicates. These are in some municiple water systems and also in some rocks and such. Have you added any natural rocks to the tank?
The main cause for alage in general and brown diatoms: excess nutrients, silicate and silicic acid are the ingredients for a diatom bloom. Silicic acid enters the aquarium by using tap water; substrate can contain silicates that leach out over time. RO/DI units can filter silicic acid out, but only for a limited time. Eliminating silicates can control diatoms.
Algae in the tank is natural, as long as the growth is controlled and not spreading with at an explosive, destructive rate.
Algae eaters are a helpful tool to prevent algae from getting out of hand, however they do not eat all algae types. Further, they prefer "fresh" and "young" algae. Outgrown old algae are mostly left untouched.
Algae spores are always present in the water. Spores can be introduced by almost everything that is introduced to the aquarium. New fish, snails, plants, rocks, freeze dried food, shrimp, etc. All these spores require to explode is enough nutrients, that's when the trouble starts.
However, I am concerned that you really smell the odor. This is ususual. Even with cycling. As for an alage destroyer, it may be worth it to try. Normally I do not like these products as they only fix the symptoms not the underlying problem. A useful product in this case is called Algone. http://www.algone.com/reseller.htm It should be at many local area petsores. I know that it works in most cases so it is worth the time to use it properly. You could also try adding BioZyme, It is a powder enzyme 'bacteria' supplement fr cycling. It will help if the cycle is slow because of cold water.
I will check back to see if you have added anything else.