As long as it's not the color of your coolant, you're fine. You need to drive the car enough to heat the exhaust up to evaporate the water that is in there. This is how exhaust systems rust out.

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1999 MB SL500 (110,000 mi)
2004 Volvo V70 2.5T (220,000 mi)
2014 Tesla Model S 85 (136,000 mi)
MBCA member