Robot space probe landers (eta: that use rockets for landing on planets with an atmosphere, so basically Mars) have transparent dust covers on their cameras to prevent dirt from getting on the lens - the landing process can kick up a lot of dust, and you don’t want a speck of dust messing up every single picture you take. The very first photos are always taken with the dust covers still on - popping them off is one step in a lengthy commissioning process that brings all the probe’s instruments online, a process which takes days. But right off the bat, we humans want to see where our robot servant has ended up, and the engineers in charge of the lander want to know if they’ve landed on a boulder or on the side of a steep hill or some other problematic thing, so a quick and dirty picture with the dust cover still on is always among the first data sent back.
Since it’s an engineering photo, they choose the widest angle cameras carried by the lander - in this case a fisheye lens, giving a wildly distorted horizon line. The lander has a ton of engineering data to send back ASAP, so the very first photo is usually downscaled to a small size in addition to being shot through the lens cover and whatever dirt may have stuck to the lens cover (in this case, quite a lot of dirt).
The picture at the top of the post was taken hours later after the solar panels had unfolded. It’s from a different camera with a more standard lens so there’s no distortion of the horizon line, and there’s no visible dirt on the lens cap (eta: because the camera was more sheltered) so the view is much clearer. It’s still shot through the lens cover though, so the colour balance is off - I’d guess that later photos taken without a lens cover will look less overwhelmingly orange. And it’s still a photo taken primarily for engineering purposes (checking that the instruments and robot arm on the top deck are OK) and only secondarily for giving us a nice view of where our robot servant has gone.
ETA: here’s one of the first images sent back by Curiosity back in 2012. Same fisheye lens (exactly the same - Insight’s cameras are spares from building Curiosity, slightly adjusted to support colour photos), not quite as much dust as on Insight’s lens cover.
ETA2: according to a JPL employee, the lens caps will come off and better pictures will be taken later this week or early next week.
http://www.unmannedspaceflight.com/index.php?s=&showtopic=8432&view=findpost&p=242182
ETA 3: and with the lens cap off, the fisheye camera is still kind of grimy. Lenscaps were a late addition to the design for Curiosity (they aren’t needed for the airbag-style landing system used with the MER rovers), and Insight uses leftover Curiosity cameras. Because they were added after the rest of the camera was built, the caps are not airtight, so it is possible for highly motivated dust to turn a sharp corner and get under the cap. The good news is that the dust is gradually blowing/falling off.