Is it dangerous to inhale the steam coming from electrolysis of salt-water solution
So if I understand the question correctly, you heated up water with some salt by performing electrolysis.

If so, you would also generate chlorine gas. However, the heat capacity of water is really large, so I doubt that you would even be capable of bringing water to a boil by just jolting current through it.

To answer your question: Yes, when performing electrolyzation of any solution you should apply the usual precautionary measures, such as working in an open space or under a fume hood. Under no circumstances should it be possible for you to inhale the gases produced.