Nothing is wrong with your olive oil if it is cloudy. Olive oil is liquid at room temperature, but when it is chilled, it begins to thicken and eventually congeal around 45°F. The olive oil was most likely exposed to a cold temperature during shipping or maybe even in your home, causing this to occur. It will return to its normal clarity and consistency, with no loss of quality, flavor, or shelf life when it warms to room temperature. This process can take a few hours or days.