If your pet isn't eating, your pet isn't grooming, your pet is making a mess and its not fully formed or coloured the way it should, was wheezing and coughing.. then I'd worry because they are sure signs of the animal being ill.
I've only ever had trouble with one pet of mine having a "bad" reaction to wood-shavings. Out of 14 pets I've had since I was 9, it can't be that bad no matter what is said about it

Though you shouldn't mix it up with sawdust! Sawdust is evil stuff and shouldn't be sold
