Hi Kevin. As Allen Carr explains, smoke contains nicotine, an extremely addictive substance. The symptom, when you try to quit, is that you feel empty - and nothing can take the place of nicotine, you have to stand that emptiness until addiction is over.
Smoke is considered cool because of clever marketing tactics followed by tobacco companies. As you can understand, there can be nothing cool in taking a package filled with drug and poisons and putting it into your mouth.
Cf. Allen Carr, My Experience with smoking