Acetaldehyde is produced during fermentation. It is very common in a young beer. It is more evident in the aroma and flavor when either cane or corn sugars are used. Normally the acetaldehyde will dissipate over time as the sugar is further fermented. Sometimes it is caused by bacteria due to poor sanitation procedures.
Age the beer another week or two; if the acetaldehyde disappears, then there is no problem. Otherwise, reduce or eliminate the use of cane or corn sugar (substitute DME if necessary). Always watch your sanitation procedures throughout the process.