PM2.5 is generally the most prevalent pollutant present at harmful levels. It's near microscopic size means that it is so small it can be absorbed into the bloodstream upon inhalation - causing a variety of effects on a number of organs. For this reason, it is typically the pollutant posing the greatest health threat.
To avoid PM2.5 - the most common response is sealing oneself indoors to protect against outdoor pollution. In doing so however, indoor CO2 levels can escalate, causing lethargy, drowsiness headaches, and poor sleep. The solution to which is opening your windows for air.
For this reason managing the two pollutants is frequently a balancing act. Both should be monitored against each other to ensure a healthy indoor environment.