Start with a big water change, try and get as much algae out as you can during that change. Keep doing those water changes to help tackle it. Algae is mainly due to an excess of nutrients, so you need to work out where it's coming from to stop it properly.
What do you have in your tank and how big is it? How much are you feeding? How long are your lights on? Overfeeding or having lights on too long are common causes of algae so you could try cutting back on both of those as well.