How do mutations come to be shared by all cells?
Goods question! Only mutations that occurred when we were in the early stages of development will affect all cells. That's why pregnant mothers shouldn't smoke. The reason for this is that one cell goes on to divide and become all our cells so any mutations in that cell are passed on to cells formed when it divides. That same principle explains your smoker example. In the lung we have two types of cells which are called Type 1 and Type 2. Type 1 cells are constantly dying as they get old and they get replaced by type 2 cells whose job it is to divide continuously to replace Type 1 cells. So we have lots of type 1 and few type 2. When type 2 divide they make one type 1 cell and one type 2 cell, so type 2 cells never run out. If smoke causes a mutation in type 1 cells generally they're okay because they'll die before enough mutations occur. Of course something that causes lots of mutations could make it cancerous before it dies but that's rare. Now if it occurs in Type 2 cells every subsequent type 1 or type 2 cell that cell makes is mutated. 

The last thing you mentioned are mutations that occur to eggs and sperm. When making sperm you have the same as above. One cell makes sperm and a sperm maker cell. The sperm is like type 1 cells and the sperm maker cell is like type 2. So mutations affect them as they do above, where a mutation in a sperm maker cell is way worse. As for eggs women are born with all the eggs they'll ever have and there's no egg maker cells. So mutations just occur, and the older women are the more mutations. That's why the older a mother is the much higher risk of genetic diseases like downs. But an older man only has a slight increase in risk. 

Mutations that affect eggs and sperm tend to be really harmful, as they affect every cell, so these cells or "babies" die before the mother even realises she's pregnant or as a miscarriage. I've not given the scientific names for things but if you request them, I'll give you the real names, but hope you enjoy the principles.