Although most bathroom windows come with obscure glass, most people will want a little extra privacy and this can be achieved by fitting a curtain or blind.
Venetian blinds are an ideal choice as they are made from metal or wood and are therefore not prone to mould growth. Other types of blind or curtain can be used providing there is plenty of ventilation or extraction to remove excess moisture from the air to prevent mould growth. Quite often the location of the window is in exactly the wrong place in the bathroom! Baths are sometimes sited underneath windows, which is not ideal if the bath is used purely for bathing and far from ideal if you have an over-bath shower. As well as showering in front of the window there is also the problem of water falling onto the window frame, glass and sill. This can cause damage over time especially with timber window frames. There are some solutions to the problem: you can fit a shower curtain on a u-shaped curtain rail that pulls around and covers the window area; you can make a curtain out of shower curtain material that you pull across when the shower is in use; you can fit some other form of barrier such as an Outasight which folds away into a neat box when not in use.
Some people with upvc windows choose not to worry about occasional splashes. These windows are less susceptible to water damage but they are designed to repel water from the outside not the inside. If you are thinking of using your window without some form of screening then it is best to fit a upvc sill as well, as water will run straight off without puddling.