These days there are lots of nonstick cooking pans and cookware sets available. They have a coating on the pan, such as Teflon, that is known to help keep food from sticking. Often this type of nonstick coating is very effective.
What is wrong with? If you have ever owned any, you will notice that after years or even months of use, it will start to wear away. You’ll get scratches from spoons and spatulas that you used in the pan and other pieces will become missing in the coating.
Where does it go? I can only guess that most of it ends up in your food, and whether or not it’s toxic is not something you want to have to find out. That is why a recommend avoiding them.