Walt's Tips: Cleaning your MDF.
Depending upon temperature and humidity, when the MDF is cut by the laser, it may leave a residue or film of some of the bonding agent designed to hold the powdered wood pulp (a really fancy way of saying "sawdust") together.
When this happens, a "burn notice" is left in the MDF, causing that dark scarring around windows, doors, and other edges you're all familiar with. Now, many hobbyist just consider this a form of pre-shading, and are more than happy to leave it as it is. However if you build requires cleaner lines, or light colored priming, you may well want to clean up the MDF first.
Cleaning the MDF is really very simple. Just use a baby wipe or other cloth with a built-in cleaner designed to dry quicky (window wipes also work well, for example) and gently rub the affected area. The cleaning solution will release the adhesive, allowing you to get the MDF back to its factory finish. Absolute worst case a very well rung out washcloth will do the trick, but just be careful about the amount of water, because the MDF will warp easily if too wet.