Have you washed your hair lately, it could be dandruff. Or it is more likely to be 'grey mould' which is a common disease. Try to prevent this by watering in the morning, not at night. Too much water is not good for the plant and helps the spores spread through the water on the leaves. Don't forget to pick off infected areas and weed around base to increase airflow which helps with the drying out

If it is on the plant itself it sounds like powdery mildew. Powdery Mildew is usually found on plants that do not have enough air circulation or adequate light. Problems are worse where nights are cool and days are warm and humid. The powdery white or gray fungus is usually found on the upper surface of leaves or fruit. Leaves will often turn yellow or brown, curl up, and drop off. New foliage emerges crinkled and distorted. Fruit will be dwarfed and often drops early. TO prevent the problem plant resistant varieties and space plants properly so they receive adequate light and air circulation. Always water from below, keeping water off the foliage. Go easy on the nitrogen fertilizer. Sanitation is a must - clean up and remove all leaves, flowers, or debris in the fall and destroy. If it is closer to the ground it could be a fungus called "water mold," and thrives in poorly drained or wet conditions. A wilted plant is usually the first sign of trouble. Rhododendron leaves will curl inward and droop. Drought can cause similar symptoms. Roots of affected plants appear soggy or blackened, and the outer portion of the root easily pulls away from the inner portion.