Depending on how long it was fermenting and the yeast that you used, its quite possible there's still a bunch of yeast left in suspension. A lot of that yeast will settle out once you toss it in the fridge, and then you can pull it out with the first pint or so. Of course, a wheat beer is supposed to be a little cloudy, so I'm not sure if you worried that it's cloudy now, or that it might not be after kegging. There are other things that go into cloudiness (amount of starch left over, proteins in solution, etc.) that could also be causing it. I've had trouble keeping my hefes cloudy after kegging if just depending on the yeast, so I've started tossing a little flour into the boil to give me some starch to keep some cloudiness.
