condensation on the glass
This is normal. Your indoor air is humid, so when it reaches a cold surface (your window glass) condensation appears. The heavy curtain facilitates this by reducing air circulation across your window, which blocks heat and air flow around the window, but does not seal out humidity. The window gets cooler, and water condenses on it.

When you open your curtain, the window gets warmed up from your room air so some of the condensation evaporates. This probably happens when you wake up, so you're also opening up other doors and windows, moving air around the house, and helping the humidity levels even out.

As long as you're regularly relieving the humidity build up and it isn't dripping (which can cause rot, e.g. on a wooden window frame) this shouldn't be a problem.