Does the smoke almost instantly disappears when it exits the exhaust or does it linger? If its lingers your probably burning oil, if it almost instantly disappears your engine is just warming up.
There are two things that you could be burning; coolant and or oil. Check the level of both over time. If the level of either goes down than that's your problem. Cars can normally burn oil which requires additional diagnosis if you're burning oil.
On initial start up you may some moisture in the exhaust system which is burning off. That is normal. My car does this sometimes.