Does it look a bit like torn tissue paper or mold? Odds are good that it is white mold, which is harmless and exists naturally in the air. It is an indication that the cigars were over-humidified at some point. That's common practice for vendors shipping cigars.
If it is anything but white, you have a problem, possibly a health problem, so you would need to get rid of the cigar and take steps to protect your humidor and other sticks. But as long as it is white, just wipe it off and continue. If it happens to be in the foot, then clip the foot past the mold.
If you mention it to your cigar shop, they'll say that it is plume and want to charge you more.
This happens on occasion and isn't a big deal. If the shop, however, has many sticks like this, it might be good to shop someplace else. Constant over-humidification can lead to the bad mold.
If you happen to have a pic to post that shows the issue, we can probably tell for certain. Otherwise, everything is guesswork. Sorry about that.