According to New York State Department of Health:

“PM2.5 refers to tiny particles or droplets in the air that are two and one half microns or less in width. Particles in the PM2.5 size range are able to travel deeply into the respiratory tract, reaching the lungs. Exposure to fine particles can cause short-term health effects such as eye, nose, throat and lung irritation, coughing, sneezing, runny nose and shortness of breath. Exposure to fine particles can also affect lung function and worsen medical conditions such as asthma and heart disease. Scientific studies have linked increases in daily PM2.5 exposure with increased respiratory and cardiovascular hospital admissions, emergency department visits and deaths. Studies also suggest that long term exposure to fine particulate matter may be associated with increased rates of chronic bronchitis, reduced lung function and increased mortality from lung cancer and heart disease. People with breathing and heart problems, children and the elderly may be particularly sensitive to PM2.5.”

---https://www.health.ny.gov/environmental/indoors/air/pmq_a.htm

PM2.5 comes primarily from automobile exhaust, off-road vehicle (e.g. construction equipment, snowmobile) exhaust and other operations that involve the burning of fuels such as wood, heating oil, coal and natural sources such as forest and grass fires. Indoor sources of PM2.5 are tobacco smoke, cooking (e.g., frying, sautéing, and broiling), burning candles or oil lamps, and operating fireplaces and fuel-burning space heaters (e.g., kerosene heaters).