PLT CONFUSED ATCT CLRNC. A TURN WAS INITIATED PRIOR TO ATCT INSTRUCTION. TRACK DEV HDG ASSIGNMENT.

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WE WERE DEPARTING CLARKSBURG ON AN IFR FLT PLAN TO ATLANTIC CITY. WE WERE CLRED FOR TKOF ON RWY 21 AND INSTRUCTED TO 'FLY RWY HDG.' SHORTLY AFTER LIFT-OFF (APPROX 500-1000 FT AGL); THE TWR CTLR CALLED US AS TFC FOR ANOTHER INBOUND ACFT. IN DESCRIBING US TO THE OTHER ACFT HE STATED THAT WE HAD JUST DEPARTED AND WE WERE BEGINNING A L TURN TO THE NE. SHORTLY AFTER THAT XMISSION; I BEGAN A TURN TO THE L TO INTERCEPT OUR OUTBOUND COURSE. AFTER APPROX 2 MINS WE WERE ESTABLISHED ON OUR OUTBOUND COURSE AND THE CTLR CALLED US AND INSTRUCTED US TO BEGIN OUR L TURN ON COURSE. AT THAT POINT I REALIZED THAT HE HAD INTENDED FOR US TO REMAIN ON RWY HDG UNTIL THAT TIME. SAFETY WAS NEVER COMPROMISED AS THE INBOUND ACFT PASSED WELL CLR OF US. IN MY OPINION; 2 MISTAKES CAUSED THIS INCIDENT. FIRST; I SHOULD HAVE REMAINED ON RWY HDG UNTIL INSTRUCTED OTHERWISE. SECOND; WHEN THE CTLR CALLED US AS TFC TO THE INBOUND ACFT; HE SHOULD HAVE STATED THAT WE WERE ON RWY HDG (WHAT HE INTENDED FOR US TO DO) AND NOT THAT WE WERE BEGINNING A L TURN TO THE NE. BY SAYING WE WERE STARTING A L TURN; HE INTRODUCED AN ELEMENT OF QUESTION SINCE HE APPARENTLY DID NOT INTEND FOR US TO START THE TURN FOR ANOTHER 2 MINS.