I'm having the same problem. I'm about 2-3 weeks into CG and I have an intense, white buildup of I-dunno-what on my scalp. I'll scratch and scratch my scalp untill I feel like I've torn of my scalp, but I can't always do this everytime I wanna take a shower. My hair also feels kinda... dirty although my curls do look better. I'm gonna ride this itchiness and guckiness out for a while.
If I just can't do it anymore, I think I'll shampoo my hair once a week to take care of the my scalp.