Try to find test results for other wells in your area. The health dept or county should have these. Assuming all wells are punched into the same aquifer, this will give you an idea of what you have.
There are a thousand things you could test for. Are you near any mines, farms, coal ash dumps, former tanneries, or dry cleaning plants? How near? If you are, the county may have already done some of these tests.
How is your water when the softener and all filters are bypassed? Taste, color and smell? Fresh out of the tap, and after it sits exposed to air (oxidised) for a day?
Water can look, smell, and taste bad, and not be a health concern.
Water can look, smell and taste great and be bad for you.
Find out more info about your well (may be written on the tank, or may be in records kept by the well company (call them) that last worked on the system).
How old is the pump?
Drilled well or point well?
How deep is the well?
What depth is the pump at?
As to your film. Some wells and water systems get colonized with anaerobic iron eating bacteria. Not as dangerous as e-coli, but can make your water smell and taste funny. Fill a glass half full, put your hand over the top and shake it. Rotten egg smell? You may be able to shock your well and system with chlorine and clear this up. Don't chlorinate the system if you don't have to. In rare cases chlorine (especially if done improperly) will cause problems with pumps and wiring. If it ain't broke, don't fix it.
I'm not a fan of filters. I think they cause more problems than they solve. If you do have filters, you MUST maintain them on a regular basis. Most systems can deliver good water with just a basic water softener. A water softener is a large back flushing filter that is automatically maintained by regular softening cycles. Softeners last a lot longer than most people think. Some can be brought back to life by cleaning with Super Iron Out, and removing and cleaning their inlet screens.
The water treatment industry will be happy to sell you a bunch of equipment that you don't need, and if not maintained will make your problems worse.