Hey I would not worry too much about it at this point. Chains, cassettes, and chain rings are wear and tear components so let the rest of the rust come off with wear/tear and proper cleaning in the future. If it really bugs you, you can use some steel wool, but I would not.
In the future it is much better to use a proper degreaser like Finish Line.
There are posts around about how to clean a chain and drive train.
Below is an excerpt from one of those answers I wrote:
Here is video from my YouTube channel of a quick drive service that I do every 100-200 miles depending on the conditions and lube used.
The steps I use when cleaning components are summarized as:
- Shift Into the Big Chain Ring and Small Gear in the back
- Degrease - Chain clean tools made by Park or Finish Line make things easier here.
- Water Rinse Chain - Chain clean tools made by Park or Finish Line make things easier here.
- Wipe Chain With Rag
- Clean Drive Components (i.e. Cassette, Chain Ring, and Derailleur)
- Clean Cassette (See Above) - Something like a rag wrapped around something thin and solid like a CD works well for me and is inexpensive. A example is shown here in this clip:
- Wipe Chain With Rag
- Lube Chain - Only 1 small drop of lube per link. Find the masterlink/quicklink on the chain and use that as a reference to make sure you only lube a link 1 time. Less is more here as unnecessary lube just flings off the chain onto your wheel or braking surfaces and attracts more dust. Some people like to wipe their chain after lubing it, but I have had good luck just sparingly applying the lube to begin with so that after the next step there is not much need to wipe any excess. However, again each person may have their own opinion or preference on the matter. I have had good experience with WD40 Wet Lube (Not regular WD40) and Finish Line Ceramic Wet Lube. I am sure each person will have their own preferences like people do when it comes to motor oil.
- Shift through all gears and chainrings to spread the lube around.
You can spend more time cleaning components, by removing the wheel & cassette, but usually what is shown outlined above is sufficient to keep things clean for most people.
Hope that helps