I know EXACTLY what you all are talking about! (You're not crazy, you're not alone, you're not growing a horn, it's probably not cancer or some other weird disease people are pointing, but if you think any of these things might the case, (example, if you can't stop pulling "weird" hairs out) do go see a doctor.)
To help, here's a photo, with a bit of my fingertip for scale. See? It's real.
http://www.medhelp.org/user_photos/show/297557
They are clear white and look like fingernail material with a black root. They don't hurt, in fact, I don't even know I have one until my hand brushes against it. It feels like a brush bristle coming out of my skin and I hate that, so I tweeze them out (or get some brave roommate or boyfriend to do it.)
Other than wanting them out, I don't stress about them. If it gets to the point where they happen more than rarely, I'll see a doctor. Until then, I think it's just a little hard karatin. Keep the tweezers handy.