There are a few times where Gollum is described as white or pale (emphasis mine):
Frodo was just yielding to the temptation to lie down again when a dark shape, hardly visible, floated close to one of the moored boats. A long whitish hand could be dimly seen as it shot out and grabbed the gunwale; two pale lamplike eyes shone coldly as they peered inside, and then they lifted and gazed up at Frodo on the eyot.
Fellowship of the Ring Book II Chapter 9: "The Great River"
For a moment he might have paused to consider Gollum, a tiny figure sprawling on the ground: there perhaps lay the famished skeleton of some child of Men, its ragged garment still clinging to it, its long arms and legs almost bone-white and bone-thin: no flesh worth a peck.
The Two Towers Book IV Chapter 3: "The Black Gate is Closed"
Tolkien himself clarified Gollum's complexion in a late manuscript, which as far as I know is unpublished aside from excerpts in works of Tolkien criticism (such as A Reader's Companion), where he emphatically states that Gollum is pale, and suggests that the descriptions of him being "dark" come from his clothing and a tendency to being seen in low-light conditions:
He is often said to be dark or black. At his first mention [in The Hobbit] he was 'dark as darkness': that of course means no more than that he could not be seen with ordinary eyes in the black cavern - except for his own large luminous eyes; similarly 'the dark shape' at night [The Lord of the Rings, Book II, Chapter 9]. But that does not apply to the 'black (crawling) shape' [in Book IV, Chapter 1], where he was in moonlight.
Gollum was never naked. He had a pocket in which he kept the Ring....His skin was white, no doubt with a pallor increased by dwelling long in the dark, and later by hunger.
A Reader's Companion Book IV Chapter 1: "The Taming of Sméagol"