Gene Hackman has died

Indeed. Fire bad. In this specific case we're going to combust Methane ("Natural Gas") and when we do that we'll make either Carbon Dioxide, or, if there's not enough Oxygen for that reaction, Carbon Monoxide (in practice usually a mixture of both depending on how much Oxygen is available) and produce heat. Both gases are poisonous to humans, but Carbon Monoxide is more dangerous because humans have a built-in Carbon Dioxide level sensor as it is normal for some CO2 to be present - you breathe it out, if you are in a room with too much CO2 (so long as it's not far too much†) you will feel it's "stuffy" and try to open windows or go outside where you are no longer being poisoned. In the same level of Carbon Monoxide you just lose consciousness and likely never wake up.

Anyway, for a long time now we've known that we shouldn't poison ourselves and so we deliberately exhaust gases from burning methane to the outside environment where they'll mix with the air and - other than eventually destroying our climate - they're not a huge problem. But while the burner won't work if there's literally no air flow, it absolutely will continue to work if the air flow is partly blocked or the gases escape into the home rather than the outside air, and if you don't have alarms or don't notice the alarm you may die from the poisonous gases. It's not a terrible way to go, you get sleepy and then never wake up.

† If humans enter a room literally flooded with CO2 they are breathing toxic gas for too long before they sense the problem and will likely just lose consciousness, since they're in a room filled with toxic gas they then die. This happens if you use CO2 fire extinguishers indoors without proper breathing apparatus and training, or if a mistake leads to CO2 build-up in a closed space which is then entered by an unsuspecting human.