I agree that this is completely normal. This happens with dalmatian dogs, too. They are usually born all white. The spots start coming in as the puppies get older. All this talk reminds me of my previous cat. I never saw her as a kitten, but she sure was a cute red point Siamese mix.
I agree with AnnieBrooke. A cat I had was born pure white, as he got older he started getting "tabby like" markings on his head, legs and tail. Turns out he was a Lynx Point Siamese. And the cutest cat I've ever seen. =]
Sounds like one or both parent had a Siamese parent. (A lot of times, the kitten of one Siamese parent and one who is not, will be all black. Do the parents have loud voices?) Anyway, Siamese kittens are born all white and their points shade in after a while, in about the order you are describing. Grey points would be called 'blue point.'
Unless you are a breeder of a particular species of cat, then this is normal: cats can have kittens of alot of different colors. Sound like you got a cute kitten. :) -Blu