I downloaded an SRTM DEM GeoTIFF file from Earth Explorer. It looks fine when previewing it on Earth Explorer (see picture) but when added in ArcGIS Pro the DEM looks too bright in some of its tiles.
The problem you're seeing occurs when you load multiple tiles but the the gray scale interpretation of min/max is based on only one of the tiles. If other tiles have a different range, parts may be "blown out". Probably the easiest way to deal with this is to combine the tiles into a single raster, then load that raster. Alternatively, if you have only a few tiles, find the min and max value for each tile, find the smallest of the mins and largest of the max and use that to set the gray scale range for all the tiles. That way all will use the same gray for the same elevation and none will be blown out.