What is the effect of no air filter in my engine?

Hello,

The main issue with no air filter is that all the dirt and derbies will enter the engine. Which can create issues.
If dirt gets into the combustion chamber it can create smoke.
It can also impact the air fuel ratio.
So, the first step would be to install an air filter and see if that makes any difference.

https://www.2carpros.com/articles/how-to-replace-a-car-air-filter

Let me know of any questions.
Thank you.