It's probably sebum. (Only reason to believe it isn't is if you're using lots of products on your scalp and have buildup there.)
Sebum is supposed to be there. It is an oily wax that your body produces to lubricate and protect your scalp and hair. You can massage your scalp and move it down onto the hair shaft, where it's quite nourishing to the hair. If you can subject your curls to a boar bristle brush ("BBB" around here) or a wood or horn brush or comb, that can also move it down the length. Only do this with dry hair and only if you can without breaking hairs.
Oh, and if it's white, it means it's quite clean. If your hair and scalp weren't clean it might be yellow or gray.
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