Smoke

From Dwarf Fortress Wiki

Smoke is the product of fire. When items burn, they release smoke into the surrounding area.

Dwarves that inhale smoke will get unhappy thoughts. They also may get internal injuries or become unconscious. The presence of smoke means that the dwarf is also reasonably close to a source of fire, which can cause fun times.

Smoke will not go through closed doors, but it is apparently thick enough to hold doors open if it gets through.

The game distinguishes between above and below ground smoke. For example, a fire imp attack near your magma operations might result in the (negative) thought, 'She choked on smoke underground recently'.