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The health hazards of inhaling second-hand tobacco smoke are now well documented. But data are still lacking regarding quantifying the hazards (if any) of third-hand smoke.
Exhaled breath from smokers definitely contains toxic chemical substances (e.g. Acrolein) and there are also concerns about toxic films which build up on surfaces where smoking regularly happens.
See Wikipedia
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Now that it's been formally confirmed that tobacco firms covertly spent millions of dollars on lobbying campaigns to discredit and discourage scientific research into the effects of smoking (and second hand smoke) it's perhaps not surprising that third-hand smoke is still very poorly researched.