Not quite the best idea to eat them since it mimics you smoking. The candy tasted like eating chalk.
According to Wikipedia:
Candy cigarettes are a candy introduced in the early 20th century made out of chalky sugar, bubblegum or chocolate, wrapped in paper as to resemble cigarettes. Some products contain powdered sugar hidden in the wrapper, allowing the user to blow on the cigarette and produce “smoke” on the other end. Candy cigarettes’ place on the market has long been controversial because many critics believe the candy desensitizes children, leading them to become smokers later in life.