Is the smoke of one blown capacitor toxic?
If it was a "wet" capacitor with a gel / liquid electrolyte, that was likely either ethylene glycol (aka "anti-freeze") or boric acid (think Borax laundry soap). If it was a solid capacitor, the equivalent of an electrolyte was another film of manganese dioxide (MnO2). Wet caps usually pop, but not smoke. 

Given the puff of smoke, I'd say it was likely a solid cap, because the MnO2 is an oxidizer that burns at high temperatures, such as one finds when things go "ZAP". You would have inhaled maybe a few micrograms of that, plus a few of aluminum oxide. Every time you have used a finger nail file, you have inhaled probably thousands of times more aluminum oxide than you got from that cap. Manganese oxide is used in tattoos and makeup all the time. Nothing to get excited about in the quantities you were exposed to.