If a thick, white substance is coming out, I would check this with your regular doctor or an ob-gyn. I would guess at an excess of prolactin and so then it would be milk production, OR a yeast infection except that would probably itch, so really nothing entirely fits the situation you are describing. See your doc, don't be embarrassed. Good luck!
Is this coming out of your nipple or around your nipple area??? Are you pregnant?? I agree with Annie dont ever be embarrassed just call your obgyn they can usually answer alot over the phone....good luck honey...