Is this bad for me?

depending on the barriers between you and the road, you're more likely to killed by a car than any form of lung cancer, personally i wouldn't let either of those things stop me doing the walk, it's good exercise

You are right that exhaust fumes are not good for a person. Also, you might be more sensitive to them than other people. That being said, normally, this type of exposure isn't considered too dangerous. I would be okay with it, if it were me. However, if you are bothered by it, you might want to look into a different way home or invest in disposable masks. Don't feel paranoid. Everyone is different.

Thanks for the advice:)X