The First Taste
When Marji has her first cigarette, she considers it a sign of growing up. She coughs and coughs and says, "with this first cigarette, I kissed childhood goodbye. Now I was a grown-up" (15.46). Frankly, we don't think Marji needed a cigarette to feel like a grown-up. Seeing all the war and death she's seen would make anyone grow up fast.
She really just needs the cigarette to calm her nerves, and she smokes it after thinking about the thousands of people who have died because of this pointless war.
Right before she smokes it, she imagines a group of men being executed. To us, this calls to mind the image of a man in a blindfold, having his last cigarette and saying his last words before being executed. While Marji, thankfully, is never executed, the cigarette does taste like an omen: It's Marji's childhood being executed here, and she is innocent no more.
Smoke 'em if You Got 'em
Marji isn't the only smoker in the family. Uncle Taher also smokes, despite heart problems, although it's not the cigarettes that kill him. (See his page in the "Characters" section for more on his super-sad story.)
Once she's living in Vienna and going by Marjane, she shares a cigarette with her mother, too, the first time her mother comes to visit. It's the first time that Marjane and her mom have a conversation as equals, rather than as mother/daughter. Marjane tells her mom about the flippant thing she said to the nuns (she calls them prostitutes), and her mom congratulates her. Marjane acknowledges, "under normal circumstances, she would surely have reprimanded me for insulting people," but fleeing from Iran into Vienna hardly constitutes normal circumstances. We need something to calm our nerves after just reading this story.