Water collects on the windows because the amount of humidity in the air is high enough to leave it on windows that are cold enough to take humidity out of the air. The same effect occurs on the indoor a/c coil of an air conditioner in the summer (that is one of its jobs.) In this case you don't want it to happen on your windows.
You do not give sufficient information to determine the circumstances. If you are in a cold climate, where the weather goes below 0 degrees Fahrenheit, this is possible due to average amounts of humidity collecting on normal double-pane windows. A tightly-built home keeps humidity in the home that is produced by people, washing, etc. So a way to prevent the condensation is through a fresh air exchanger built into the heating system. This is a common problem in new tightly built homes.
If you are in a warmer climate, where the condensation builds up on high-quality windows, you may have additional sources of humidity, such as, moist (not necessarily wet) basements, inadequately vented clothes driers, etc.
In some cases you might need a fresh air exchanger, in other cases you might need a dehumidifier. Without the readings of outdoor and outdoor temperature and humidity, and building and window construction - you can only make a best guess as to the circumstances.