More depressing than finding those first white hairs is shedding full-length ones. I've been getting white hairs since I was 21. I credit the gene that causes early graying to my father, who grayed quite early. I used to studiously pull out my white hairs, and they are truly white not gray, but I've long since given up on that. There are just too many of them to waste time hunting them down. Of course, if a white hair happens to make itself too noticeable, it will be plucked out in an instant, but that is a different scenario.
Those of you with blond or lighter-colored hair are quite lucky because your hair tends not to gray as quickly, and even if it does, the color-contrast is so minimal that your gray and white hairs are probably unnoticeable. Not so with darker-shades of hair. Fortunately, while I have more white hair than I'd like, most of my hair remains its original color, so you wouldn't really know about all my white hairs except that I'm blogging it for the world to read.
To get back to the beginning, however, it was utterly depressing for me realize that I was shedding white hairs along with my brown ones. It was as traumatic as finding the first white hair. Not only did the shed hair exist, but it existed long enough to grow to a foot or so in length, live a full hair lifespan, and be shed naturally just as a colored hair. Ugh.
If you think I'm exaggerating or being a bit melodramatic, you probably haven't been "blessed" with your first white or gray hair yet. Just wait. Someday you'll understand.