Yeah, I did the same thing on a hefe when I first started kegging.
With most beers, you'd let it sit, let all of the yeast and heavy proteins settle, and pull them out in the first draw to clear the beer.
With hefes, you want the majority of the wheat protein and yeast to stay in suspension, so if you do allow it to settle, turn the keg upside down before you take that first draw to get all of the hefe yumminess back in suspension.
Primary #1 - Midnight Ryeder (Midnight Wheat and Rye)
Primary #2 - Florida Weiss
Primary #3 - Kane-DOH APA (Honey Citra APA)
Secondary #1 - Downtown Flanders Brown (brewed August 2012)
Keg #1 - Raspberry Florida Weiss
Keg #2 - Cinnamon Raisin Cider
Keg #3 - NONE!
Bottled - NONE!