There are some really noxious chemicals in coal smoke, that is why we try to get it out of the shop so well. The odd breath will not do any harm but if you were in a room full of the stuff for half an hour then it will be causing you problems.
Best advice is not to breath it and test your flue setup with a small wood fire next time then, if it is OK, use the wood fire to get your coal burning.
Good luck and keep safe.