After watching a lot of youtube woodworking videos I see that everyone uses a tack cloth to wipe the dust off their projects. I feel silly now as I assumed it was just a rag and didn’t realize the “tack” part of it meant “tacky” or “sticky”.
Tack cloths come individually wrapped in plastic to keep them from drying out. They have a sticky feel that helps to capture the dust as you wipe.
You can certainly substitute a rag or even a baby diaper if you don’t have a tack cloth. But tack cloths are quite inexpensive and grab a lot of the dust that a rag might not.