Seeing moisture on your windows is never a good thing. There are multiple reasons why this can happen.
The seal
When a seal fails and moisture builds up, you will find that the moisture is between the dual panes, and not on the outside. (Single panes do not have this problem.) This means that the seal has lost its ability to provide an air tight space between the two panes, allowing any moisture to seep in.
Over time, this moisture can cause rot and damage to sash and surrounding window components. It is always a good idea to get it taken care of sooner than later, as it will prevent you from having the replace the window as a whole.
Temperatures
Outside temperatures versus inside temperatures can play a role on seeing moisture build up on your panes. This is typically on the outside of the panes (external sides of the panes inside and out), and can be wiped off.
Any use of humidifiers can also cause your panes to sweat and produce moisture build up.
Adjusting your thermostat and/or humidifier can help prevent this. Although it does not call for replacing the glass, any moisture surrounding your window is never a good thing, and can and will do damage.