First time? Thats's pretty much normal. You can remove the sludge cold by scraping it off, or filter it warm. The last 5 plus years I just use concentrates in butter/ghee so I really don't run into that anymore.
Those are the solids (the non-fat part) of butter. Clarified butter has that removed. If you don't want to deal with it, you can buy ghee or clarify the butter ahead of time.