You have an air pocket trapped in the filter housing. This won't hurt anything until the filter starts clogging up and you need the part of the filter that the air pocket is occupying.
The fuel is not moving fast enough to force the air out. Try disconnecting the fuel line from the carburetor and put the end in a 2 liter bottle and start the engine. The free flow of the fuel may force the air out. Once the air is displaced with fuel you should be ok unless there is a leak in the fuel line and you are picking up air.
If you run out of fuel or run the tank too low the air will probably be back.