It is possible to cause serious harm to your lungs. It is difficult because cinnamon is a very fine powder and while you are choking on it you can inhale it and get it stuck in your lungs which can make breathing difficult. You have no actual reason to do it, so why bother?
My sister, Kara, did the cinnamon challenge and inhaled it without drinking water... she stopped breathing and went to the E.R and they had to give her an acid they flushed the cinnamon out of her lungs and she said it burned he lungs. OUCH! I wouldn't try it if I were you. :/
The cinnamon challenge is very dangerous. It can kill you if you have enough of it going into your mouth. My friend and I tried this last night and we literally thought we were dying. We did it in front of a mirror and are faces turned completely red, we were choking, coughing, puking, and had a very hard time breathing. If you ever try this which I don't reccomend at all if somebody is choking get help right away, drink water and get to the E.R. as soon as possible. The cinnamon gets stuck in your lungs when your breathing the cinnamon gets inhaled from the choking and into your lungs which makes it hard to breathe. I will personally never do this again and once again I do not reccomend it to anybody