Dust is a protective coating - do not remove! :-)
Actually, down here in the armpit of Texas, aka "the dust bowl" it's just part of life - not a nice part, but it's here 24-7-365.
Ours is so fine that the only way to really get rid of it is to use a WET rag & wipe everything down - over & over & over. I use clear plastic to cover my quilty stuff just so it isn't full of dirt. Use lots of clear, plastic drawers/bins to store thread & fabric. At least the sewing area is neat!