What happens when you burn the newspaper?(color of the flames) and why does this happen?

Question

and why is it dangerous to your heath?

Answer 1

The flame colors come from salts being ionized in the high heat. Same as salts that you might throw into a fireplace.

Copper will give blue, calcium will give red, etc.

The printing inks used on the newspaper probably contain some of those salts.

Answer 2

Some metals give colored flames when burned. The metals are in the dyes in the colored pictures. It could be dangerous because it is putting lead and other metals into the air.