One day I took aluminium foil(sanitary brand, don't know if you've heard it) then I casually burned it over a gas lighter then it burned and gave off Grey fumes and the foil became a dull Grey where it had burnt. I mistakenly may have inhaled a bit of fumes. I had a slight pain in my right nostril the whole day. How is that? Is that dangerous?
It doesn't. Consumer aluminium foil often is a thin film on thicker polymer film, it is much more durable this way. The most common polymer for films is likely polyethylene, and when heated it produces nasty mix of pyrolysis and oxidation products. While not extremely toxic, they are definitely irritating and unhealthy.