Looks like thistledown to me.

I was going to say a spider and some webbing, thistledown not being much of a presence here. But thistledown does look exactly like a spider in some webbing, so I agree!

Thanks. Yeah, I don't think it's a web as it's not 'fine' like a web. The threads are thicker and not in a spider web type pattern. I felt it, and it almost seemed like it was penetrating the stem somewhat...or like it was growing into/out from the stem.

I googled thistledown but I'm really not finding anything. Is it a type of pest or mildew?

Thanks, Floraluk2. I do know that there are many seeds out there which fly around/disperse by way of light frilly feather like things that help the seeds go airborne. (i.e.,, the classic dandelion seeds). However, what I'm seeing on my plant looks very different. I put my fingers on it to feel it and....it doesn't feel light or soft...in fact it was a bit rigid. I had to wonder if it might be the start of some type of a 'nest'....or something that a pollinator might be starting to create on the salvia...for the salvia to serve as some type of host?

Or could it be that thistledown, once it lands on a plant, can actually thicken up and almost try to 'imbed' or attach itself to a plant stem? Because that's what it sorta looked and felt like on my plant...that whatever it was had become rather 'attached' ...almost a part of..the stem...

Have you had rain? Humidity? Thistledown doesn't stay light and fluffy forever. It doesn't try to imbed itself - it just clumps up and starts to decompose. But who knows, maybe you do have come kind of white long-legged spiders in NYC which look exactly like thistledown.

By ' thistledown' I don't mean it's necessarily from thistles. It's a catchall for this type of airborne seed. This is Ragwort seed. Senecio jacobaea.
https://images.app.goo.gl/GXcnpCc42sZj6pcaA

Thanks, Floraluk2. Yes, after I wrote my last comment, it DID occur to me that maybe some recent rain simply caused the thistledown to change in appearance, and to 'adhere' a bit to the stem. Especially since I see none other, either on this plant or any other of my plants, I think that's all that is was/is...