The coal-burning steam engines produce smoke, ash, and hot embers. Be especially careful if you have any respiratory problems. Also consider wearing dark, inexpensive clothes as you will likely get ash and hot embers on you. I would also recommend riding in a car as far away as possible from the engines to minimize exposure. I had a great time here, but my eyes were red and I was sneezing up ash the next day!
The smoke stack belches out great massses of black smoke. Hot cinders can rain down and into the open cars, so beware that you may leave with small burn holes in your clothing.