Sure, everybody likes some warmth, but in modern life, there are alternatives which don’t have such a high cost.
Here is what we know from a scientific point of view: There is no amount of wood smoke that is good to breathe. It is at least as bad for you as cigarette smoke, and probably much worse. (One study found it to be 30 times more potent a carcinogen.) The smoke from an ordinary wood fire contains hundreds of compounds known to be carcinogenic, mutagenic, teratogenic, and irritating to the respiratory system. Most of the particles generated by burning wood are smaller than one micron—a size believed to be most damaging to our lungs. In fact, these particles are so fine that they can evade our mucociliary defenses and travel directly into the bloodstream, posing a risk to the heart. Particles this size also resist gravitational settling, remaining airborne for weeks at a time.