Hi blepore, and welcome!!

I'm not a stain expert by any means, so I'll let Pooldoc or one of the others with stain experience answer your stain questions. If you can remove most, if not all of the iron before filling your pool, that's obviously the best answer. You might want to use the Google search feature in my sig to look for metal filtering--we've had other folks in the past who have handmade filters to run the water past a high chlorine source and into cotton batting, cheesecloth, or other material, before allowing the water in the pool, creating a situation where the metal drops out on to the filter material and never makes it to the pool. That obviously would make things much easier for you in the long run, if it's feasible for you to do. If you have no other choice than to use the water with iron in it, then you'll minimize your staining by keeping your chlorine and pH levels low.

What type of algaecide do you have? If it's not Polyquat, I wouldn't use it at all....