I had a coal fire in my bedroom when I was ill as a child.
Lots of research shows it's terrible for your health, linked with heart attack, stroke, lung disease, cancer, and respiratory issues like asthma. Significant increases, like 45% increase in lung cancer in women etc.
Gas fires or stoves are awful as well.
Now the only way I'd have one is to have it outside with the exhaust pipe running through the house to get the warmth.
I have several air purifiers to remove harmful particles and the result is fantastic, I love the clean air feeling. I purify my water also and can taste the plastic in water if I don't as much of the end delivery pipes in the UK are plastic.