If you create a flame with difference substances would it affect the substance your burning in anyway?

Not all substances that burn are necessarily nontoxic. Gasoline may include chemicals (detergent cleaning package) and once contained lead. Rubbing alcohol could include other chemicals listed on the label. Burning may change chemicals (molecules) to something more or less toxic that the unburned chemicals. It is safer to use approved starter fluids that have been tested by independent labs for toxicity than to experiment.