How long have you had the car and when did you notice the smoke? If the car is new to you then it may be nothing to worry about at all. Everybody's definition of a little is different but if it is actually white smoke (not bluish tinted) then it is water turning into steam. It may be normal under some conditions (weather, temp, etc) and on some cars, sometimes for no apparent reason. If it is white, whispy and dissappears quickly then you probably have nothing to worry about. If it is heavy then it may be a sign of bad head or intake gaskets or worst case, cracked heads or block.
If it is bluish tinted then that indicates oil and could be caused by a lot of things. The bluish tint may be hard to see unless you catch the light right but if the smoke doesn't dissipate quickly then it is probably oil. First guess would be valve stem seals. Especially if the car has set for extended periods with out being driven. If the car is still stock it could be the turbo pulling in oil from the valve cover through the hose on the passenger side. Worst case could be a bad turbo (but that sometimes tends to be a lot of smoke), a bad head gasket, or bad rings.
Gray or black smoke is caused by fuel not burning properly.
