I bought a wok 101 set from linens n things, and some kind of coating came off while we were cooking. It was a gray, waxy coating. There was no label on the box saying that there was something that needed to be removed before hand. It was not advertised as iron or teflon coated, and is heavier than aluminum. What do you think it was, and is it safe to ingest?
Is it a carbon steel wok? If so, did you season it before you used it for the first time? (You should also season it between uses, and never ever put soap in it.)
New woks are often shipped coated in grease to prevent rusting. You should have thoroughly scrubbed the thing when you got it to remove the coating and then seasoned it.