It is normal to find some small, papery flakes attached to coffee beans or at the bottom of a bag of coffee. These flakes are called chaff. They won't hurt you, but they are certainly a curious thing to encounter.
Coffee beans are actually the seeds of a berry, and when the berries are picked, they must be processed to remove the skin and pulp. A very thin skin (called silverskin or chaff) still covers the seed after processing. Chaff usually peels off and flutters away during the roasting process as the beans expand and outgrow their toddler clothes.
Chaff can be such a nuisance that most coffee roasters (the machines, not the people operating them) come with some kind of "chaff management" system. Our roaster is equipped with an exhaust system that doubles as chaff management. A fan constantly pulls smoke out of the roaster, through a sieve, and out an exhaust pipe. That same air flow also pulls out any chaff that is floating around inside the roasting drum. Unlike the smoke, the chaff cannot pass through the sieve. This forces the chaff to collect itself into a neat pile, allowing for convenient disposal.
Inevitably, a few recalcitrant flakes of chaff refuse to accept their fate and will cling to the beans even after the roast is complete. No big deal though... in small quantities, it has no effect on the flavor of the coffee. We could manually process our roasted beans to remove the remaining chaff before sending it to you, but now that you've read this, chaff doesn't really bother you anyway.