Could be 1 of a thousand things. You could try a full restore to see if it remedies the issue, or simply schedule a genius bar appointment to get a replacement since it's under warranty.
I've never personally seen anything like that myself so I really couldn't even begin to tell you what's causing it...given the scenarios which you described though, I'm going to guess it is related to translucency when using the sub menus or screens, where you're probably only getting a portion of the layers that are supposed to replicate the fogged glass look over the home screen.