The picture shows a small swirl pattern inside the nozzle (Hypertherm calls this part a nozzle)....which is completely normal for an air plasma system. The plasma starting mechanism creates a short circuit between the nozzle and electrode....when air gets to the torch the pressure pulls the electrode away from the nozzle...creating a spark that ionizes (makes conductive) the air.....which starts the plasma arc. The swirl marks are from this internal spark.
If you could provide pictures or a good description of your cut quality issues it would help me solve your problem better. Also....what kind of machine (brand and model), what height control, as well as the type and thickness material that you are having issues with will help.
Jim Colt Hypertherm