Cast-iron skillet "problem"...

I recently purchased a used cast-iron skillet after finding that I dearly missed one that a roommate took with her. I cleaned (a little bit of soap, hot water, and scrubbing) and seasoned (shortening, placed in hot oven) it, but something strange happens that never really occurred with my friend's skillet. If I run my finger or a paper towel along the surface after a water-and-bristle cleaning, it comes up black and rather gross. I doubt that it's toxic, and even if it's not unsanitary, I find it somewhat off-putting, and it makes me nervous about cooking on it.

This doesn't seem to be a problem, though, if I wash it with a little soap and water while it's still hot, and lightly oil it afterwards. But since I never, ever had this black finger phenomenon with my friend's skillet - and never, ever had to use soap to clean her skillet - something tells me that I'm doing something wrong. Any thoughts?