Painted wood:
If it's new/modern paint, I'll burn it in a hot stove. But I'm leery of anything that might be older, because there might be a base layer of lead paint down there. Not great for air or soil quality in my yard.

Pallets:
I scrounge a lot of discarded wood pallets for kindling in my wood stove. It's free wood, diverted from the landfill, saves the business money and gets full value from the tree. Wins all around.

But I tend to avoid pallets from industrial areas where they may come in contact with chemicals. Better-quality pallets are returned and reused, so they may have multiple exposures. Be skeptical.

Pine:
I'm told that the smoke from pine wood is fairly toxic (i.e., pine fresh from the woods, not kiln dried lumber). Best to avoid breathing the smoke. If cooking directly over it, wait until it's down to coals.