Didn't realize they were brand new. It looks like bad shedding from the picture, but its hard to tell. Regardless of what it is, there are fine particles of something (pigment or foam) coming off the windscreens and these particles could theoretically stick to the diaphragm of your microphones. You can try washing them, but if it was me, I'd buy a new pair or return them since the screens are pretty inexpensive compared to the microphones.