If you're talking about the furry stalk coming out of it, they're the roots. The furry stuff is the fine root hairs which line most roots. The reason you can see them is because the seedling is sideways, so the roots are just taking their time finding their way into the soil. As long as your soil isn't rock solid, they'll orientate themselves in no time :)

ah!!! yess! Thank you. a couple have turned whitish/yellowish, and I'd read about cactus fungus problems, so I thought that might have been the reason why... maybe they are getting too much light? I'm keeping them in a fog-paned windowsill in LA (LA has been a consistent 84 degrees F...) inside a zip-lock, misting them with water/cactus juice. They're about 4 weeks old. Do you have any further advice on how to keep them thriving? Maybe less light? Thanks again!

Personally I've never had issues with fungus, but I know many are plagued by it, so it's always best to be cautious :)

i haven't grown too many seeds before, but I have done a few. The one biggest killer I've encountered is too much sun. Most of my seeds seem to love as much sun as they can get, but if I put them in it too young they go a very dark red colour and they just seem to stop growing :(

Not sure about your pale colouring, maybe others have an idea? If yours are growing happily then I'd say you're doing something right! Just be careful with watering. Here are my saguaros germinated this jan, they are watered veeeeeery scarcely, because I'm terrified of killing themselves! They seem to tolerate drought much better than overwatering