This is an airborne spore which arrives unannounced overnight. It has the appearance of a slight grey mould.
It will spread rapidly if not treated quickly. Wipe the leaves of your plant with a good systemic fungicide but take care not to touch the flowers as this will damage them.
Prevention is better than cure - spraying early in the year helps to prevent mildew.
The picture shows a rather nasty case on a Delphinium leaf. .