Did you georeference then use the Rectify... menu?
If so, did you leave the No Data value at its default of 256?
If so, your output raster was saved as a 16bit tif. To display it properly, build statistics or change/remove stretch in the layer properties->symbology tab. Alternatively, set NoData to 0 when exporting and your tif will be saved as 8 bit and should display properly.
The different associated files are nothing to worry about. ArcGIS uses a new raster library "under the hood". The old library created .rrd files to hold the reduced resolution overviews (pyramids), while the new library saves them to a .ovr file.