What is this stuff all over my plastic bags-dust-mold?

We've been in hour home for about 5 years now and we have radiant heat through the floor and a central air unit for air conditioning in the summer. We get so much dust in our home its incredible. We live in Illinois so we have not had our doors and windows open for some time now due to the winter yet the dust appears the day after we dust. It gets all over everything and shows on our pergo flooring so bad you would think we hadnt dusted in a year. We recently bought 2 Holmes humidifiers in November and they have been running constantly. I have noticed within the last several months that there is this weird blue(ish) colored substance that appears on plastic bags (chips/garbage bags, etc). It wipes off clean but does not show up on your hands. It doesnt seem to be showing on anything but plastic; at least thats where we can see it. We both have been coughing a lot lately so I'm concerned it is more than dust. I have been thinking about getting a roomba for the dust on the floor and maybe an air purifier for the other dust/stuff but wonder if it would just be helping with the symptoms and not the problem. We have no kids and no pets. We actually bought an air innovations purifier that you plug into the wall and within 3 days it was covered in a white substance that coated the wall and outlet it was plugged into. We threw it away since the filter looked to be charred and didnt feel comfortable since it said it could cause a fire if not cleaned regularly. So basically-whats up with all this dust? Where is it coming from? Whats the best way to prohibit its growth? And what in the world is this stuff thats attaching to the plastic in our house? Any help would be greatly appreciated.