Burning candles caused dark "smudge" spots on our ceiling. (A textured ceiling installer told us it was mold. He was wrong.) Do you have dark areas on your ceilings as well? Candles might be the problem.
If your fireplace has been used, and you don't know when it was last cleaned, it's a good idea to get that done. Last time cost me $80 - a reasonable price for the peace of mind.
Another thing - dark residue can come from insulation that's breaking down in your heating/cooling equipment - or mold/mildew, but I would expect to see those around the vents, not the return.
[This message has been edited by rpxlpx (edited October 26, 2000).]