The Romans didn't know how to heat their homes without getting smoke inside. They only avoided asphyxiation because their buildings were so drafty and their windows had no panes.
“If the Caesars huddled against the cold and endured the smoke coming from their kitchens, medieval Europeans – peasants as well as the nobility – soon learned to live much better. They invented the chimney and the fireplace, whereupon even roaring blazes did not smoke up the room. Nor was it any longer necessary to have drafty homes. With the smoke rising harmlessly up their chimneys, folks in the Dark Ages ate better-prepared food, breathed far better air, and were a lot warmer in winter” (
Rodney Stark, The Victory of Reason: How Christianity Led to Freedom, Capitalism, and Western Success,