Inspect the burn pot in your stove when it is cool. It needs regular cleaning to keep the stove working optimally, and if it is clogged, the pellets won't burn as efficiently and fluffy ash can result.
Verify that you are using a pellet type compatible with your particular stove. Pellets have different compositions and some stove models are picky about which materials work best. Pellets with a high leaf, corn or bark content tend to generate more ash. Also check the pellets themselves to make sure they aren't damp or contaminated with other materials.
Look for cracks or leaks in the stove that could be affecting airflow. The stove regulates its own air to ensure proper burn, and leaks interfere with this process and lead to improper burning. If you see any cracks in your stove, it needs professional service.
Check the flue or chimney for blockages. This also disrupts airflow and could lead to more ash being formed. Have the chimney professionally cleaned if a blockage is discovered to prevent the risk of a chimney fire.
Request a professional inspection if ash is still a problem. If the stove isn't burning properly, it shouldn't be used again until the problem is found and repaired to prevent dangers such as carbon monoxide buildup.