I think what Khaled might be referring to is Denver’s infamous “brown cloud”; it’s the result of a meteorological event called a thermal inversion, where the underlying air is trapped at ground level due to differences in air temperature at ground level versus higher up in the air. Pollution gets trapped at ground level and just hangs around, waiting for a stiff wind or a shift in pressure systems. Denver has made significant changes in its air quality and brown cloud occurrences are far fewer than they ever used to be.
Donncha, altitude sickness and dehydration are very real and very dangerous at altitude – respiratory issues are common. Ideally, folks new to high altitude living should spend 1 – 3 days below 8000ft. acclimatizing before going into the mountains, but that’s not always attainable. Remember to keep your activity light, rest often, and drink lots of water.