That was a very unwise thing to do! Smoke inhalation is one of the major concerns in people caught in fires (other than the obvious burns).
It injures the airway in a number of ways, such as direct thermal injuries, or soot inhalation causing airway irritation.
There are also many toxic chemicals in smoke from incomplete combustion such as carbon monoxide, or other toxic fumes depending on what your fuel source is. This can all impact your lung function.
If you are feeling breathless, difficulty catching your breath, having persistent cough or sputum, chest pain or fever, I do suggest you let a doctor have a look.
