Why Is My Iron Always Dirty?

Is it a steam iron? If so it could be a build up of limescale

I would say that if it is a steam iron make sure that you de-calc it after each use (it usually says how to in the instructions)

Limescale....white things come out of the iron, because of the water?

Or the coloring of the clothes come off, because u iron them too hot...

Could it be that you have it set too hot and bits of burnt fluff are getting stuck the the underside