No
rclint, I don't think you are nutty or weird for choosing this oil. It is a very good deal for a little over $12 per gallon at Walmart. That's how a Group III synthetic
should be priced.
The oil is getting dark quickly probably because the superior dispersant/detergent package in the heavy-duty (gas/diesel) oil is cleaning up old films and deposits left by previous oils. Don't go too long on the first and/or second oil changes with this oil for this reason. The oil IS getting dirty quickly and should be drained out before too long. After a while this effect should diminish and the oil should appear to stay cleaner, longer.
White smoke can be a sign of a blown headgasket or some other source of coolant ... or it can be normal upon start-up, especially on cool, damp days. It depends on the circumstances and the amount of smoke. Do the clouds of smoke linger or disappear quickly?
And in certain light, blue smoke (from oil burning) can be mistaken for white smoke (actually steam/fog).
Watch the coolant level in the recovery tank and consider doing a UOA ($20-$30) which will show coolant contamination of the motor oil that happens with a blown headgasket or some other type of coolant leak.