Carbon monoxide (CO, not CO2) is a colorless, tasteless gas caused by incomplete combustion. It can displace oxygen in the bloodstream leading to illness or death. The incomplete combustion is typically caused by low oxygen levels, which in turn is caused by insufficient ventilation.
Carbon monoxide can be produced by your vehicle engine, by cooking or heating with propane or other fuels, and by other mechanisms.
Some devices, notably the Mr. Buddy Heater, have low-oxygen shutoff mechanisms to minimize CO exposure. O2 interlocks can cause issues with operation at higher elevations (8000'+).
To avoid CO poisoning, ensure sufficient ventilation in your vehicle. Watch for poorly-burning flame (orange instead of blue). Do not run fuel-consuming appliances while asleep. Heat the space before crawling into your sleeping bag, or follow other methods for keeping warm.
It's important to have a functioning carbon monoxide detector if there's any risk of CO.