Probably just hot break, and it gets a dark and slimey from your roasted malts. It sort of reminds me of when you use actual milk in hot chocolate, and when it is really hot at first and you blow on it, you get a weird film on the top.
As to whether or not to remove it...I personally don't remove the hot break. I believe it is a protein compound, and may help with foam and head retention. If you leave it there long enough with a strong boil it eventually works its way back into the wort. I've never had clarity problems from doing this either (with lighter beers though of course, kinda hard to have clarity on a stout).