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This may be a silly question, but as I was cleaning and reassembling my XDM tonight, I noted that part of my extractor claw had changed from the "burnt orange" color (the way it came) to a kinda dull grey color. The changed color bit is a strip on the surface that faces toward the barrel. If you imagine the extractor claw as a C made by your right hand, then it would be between the knuckles and first joint. It feels smooth to the touch. I tried to take a picture, but between my camera and my lack of photography skills, nothing came out worth looking at.

Does this sound like normal wear? the finish just wearing off? or is this a cause for concern and I should stop using the gun till I have it looked at?

Are you sure the "burnt orange" color may not have been a little surface rust? Most extractors on XD series pistols are black or dark grey I don't think there is a problem

Am I absolutely sure? No not really.
But, if it is surface rust then it is the smoothest, most uniform surface rust I've ever seen on anything. It is smooth to the touch and covers the entire extractor and only the extractor. It was that color when I bought the pistol brand new, and I was working under the impression that it was meant to look like that.

I have an XDm 3.8 and the extractor is black. Is it possible this was a copper coating? I've seen that on my Glocks out-of-the-box but it wears off pretty quick.

Try posting this question over on XDTalk. I have been a member there for years and they are some of the most knowledgeable guys you will find when it comes to the XD and XDM.