I recently pulled a very long white hair out of my ear. Ever since, I've noticed a strange sensation in my ear from time to time. Should I be concerned?

No. It's just a hair. Don't give it another thought. And get used to the idea of unruly grey hairs taking over. It was the first of many.
? More hair. It is possible that there may be more hair in your ear that are causing the sensation. You may have a friend take a look into the ear to see if there are more hair or any other foreign body.