Black smoke that is coming out of an exhaust pipe is usually because something inside of the fuel injection system is dirty; it can also be the result of dirt somewhere in the exhaust system. Black smoke is a normal and harmless occurrence in vehicles that are powered by diesel fuel.
When black smoke is present only when the vehicle is first started, it is generally harmless. It simply means that the engine is working harder to burn the fuel and the result is dirtier smoke coming out of the back.
Gray smoke is often a more concerning issue when it is coming out of the exhaust pipe. Gray smoke is a symbol of oil burning and may be cause for concern because the oil can easily cause a fire to start within the car. Even if the oil is not burning yet, it is often in the combustion chamber when there is gray smoke present.
Thick white smoke is a cause of serious concern when it is coming out of the tailpipe. Thick white smoke usually means that coolant is burning and the vehicle is likely suffering from some type of damage.
Thin white smoke is a normal occurrence and means the vehicle is functioning properly.