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According to Nigel Calder''s book "Marine Diesel Engines," black smoke is unburned carbon particles from the fuel, blue smoke is from lubricating oil, and white smoke is either water vapor or totally unburned fuel.
Minor white smoke is generally expected, particularly if the temperature is low and/or the humidity high (thus condensing any water vapor in the exhaust).
Blue smoke could be indicative of compression or ring problems.
Black smoke is OK under certain circumstances. Think of a heavy truck starting up from a traffic light, they often spew a lot of black smoke when they start up. That indicates that the engine is "maxing out," i.e. is being fed more fuel than it can burn since it''s overloaded (governor tries to increase rpm''s by feeding the engine more fuel, but there''s not enough oxygen available to burn it all). Black smoke in the absence of an overloaded engine or obstructed airflow, according to Calder (page 74) is most likely due to poor injection. Obstructed airflow can be due to excessive back pressure -- I had an obstructed exhaust which caused black smoke with my engine.
Depending on how heavy the smoke is you might want to have a mechanic look at.