Casually smoking cigars?

Hello, for the past years I have smoked cigars and recently smoked cigs. I do not inhale very often maybe once a cigar or cig, I can still feel a burn and sometimes cough. I run track and my mile is currently 5:18 and am now crussing into the Cross Country season. I was just wondering do cigars or cigs do anything if you do not inhale? and if so like how bad is it?