Think of succulents as having their own built in sunscreen - this can take the form of a waxy coating, or something that resembles dust.
Some succulents produce so much of it that it flakes off with the slightest touch, and extends up the stem as well as on the leaves. One plant that is notable for lots of it is Kalanchoe thyrsiflora, the Flapjacks Plant.
It's not dirt, or something that needs to be removed, although if it does happen to rub off, it's not a problem for the health of the plant unless it's in direct sunlight.
The 'bloom' is exactly the same as what forms on plums and grapes, and seems to be wax or very fine dust.
The function of this material is to provide shade and protection to the fruit or plant where it appears.
Most plants need bright sunlight for the plant to produce its sugars, but the fruit itself needs a lot less. That's where the pruinose coating comes in.
Many Echeveria and related plants like Graptopetalum have a lighter dosage of it, and in some cases it will rub off, leaving the naked plant looking nothing like the paler version with the 'bloom'.
Although unsightly, this doesn't affect the plant, and it will grow back in a season or two. It's best to avoid touching the top surface of the leaves and not leave your fingerprints on them.
Don't try to remove the 'bloom' - there is a chance of sunburning the plant if it's in full sun, or directly beside a window facing the sun.
They need the sunscreen to protect them.