You may be in the fortunate position where your bathroom window is not overlooked. And you may be quite happy to leave it exactly as it is, with no shades or drapes.
On the other hand, whether you are overlooked or not, you may want to ensure your privacy. In which case something simple and effective will do.
Or maybe you just want to dress your window a little - bring a little softness to the room.
Be guided by the situation
Bathroom window treatments will depend on the situation. If the window is close to the washbasin or bath, then something practical would be an advantage, such as a roller shade or Roman shade - something you can operate easily.
You may not want to spend very much on your bathroom window, or you just want a simple effect. One solution is to use a translucent fabric, such as lace, muslin, voile or net. These can be hung from a pole, rod or simple rail. You can also use tension rods, which are easy to fix inside a recess (no screws necessary). The fabric has a slot in the top and the rod is slid into it. However, do remember that these fabrics allow people to see in when you have the light on at night.
Another option is to use cafe curtains, where a pole is fixed half way up the window and the curtains hung by tabs or a slot. This suits some situations but not others.
You can also fix a number of glass shelves on the window frame, and place different objects on them, such as glass ornaments or plants. This provides a degree of privacy.
Be guided by your chosen style
If, for example, you have decided on a country style bathroom, you'll want to have tied back curtains and a matching frill for your bathroom window. If it's a modern theme, then perhaps the plain lines of a Venetian blind in a coordinating color would suit. Or for simplicity, just a roller shade, with perhaps a contrasting trim running along the base.
Suppose you have a large room and decided on a more luxurious look, using soft furnishings. Then you could have floor length drapes with a top treatment, or drapes set on a pole with tabbed headings. The drapes can be as simple or as elaborate as you wish.
If you have a recess window and it is large enough, you may choose to set your drapes into the recess.
Just like any other room...
If you're starting from the beginning and you need to buy everything, then get samples of bathroom suites, tiles, fabric etc and make sure they all go well together. Remember to look at them in the bathroom itself and not just in the place where you buy the items. Also check them under similar lighting conditions - this is easier if you already have your bathroom lighting installed.
If you're just adding to your bathroom such as buying a shade for the window then your task is much easier as you know the color it has to go with.
Don't limit yourself!
Don't be limited by conventional ideas of what is 'right' or 'wrong'. It's your room, and you can do what you like with it. Which, by the way, is one of the basic principles of home decorating.
One of the biggest temptations for all of us is to start thinking, "What will other people think?"
Obviously it's important what other family members think, but once you have their opinions go ahead and make your choice.