What Causes White Coating On The Head Of The Penis?

Hello, today I have just retracted my penis the first time and I found that there was a lot of white and yellow stuff covering my head. I am an usual masturbator and never knew this was a problem. I tried to cleaning it off but it only worked to a certain extent where a white transparent coat was left covering some of my penis head. Is this a problem or should I keep trying to clean it? Do I need to talk to a doctor?