I saw an example of the very common Marcus Agrippa coin issued by Caligula, but I've never seen "stuff" like this on an ancient coin. What is it? Is it something to worry about? There are more little white hairs all over the coin, too.
Looks like the coin was coated with wax at some point. It's probably harmless. I think a short acetone bath would remove the wax if it bothered you.
I second @gsimonel It’s probably coming from a cotton pin, a cloth or a brush. This can get stuck even though no wax has been involved. Try distilled water first, then acetone if there is wax on the coin. I wouldn’t worry about it.