The only way I can imagine
vaping giving pneumonia is if you shared your ecig with someone.
However
medium or high nicotine in 100% PG can irritate mouth, throat, lungs
extreme nicotine over 24mg is also very irritating
Nicotine is a skin irritant. Most people use PG/VG blends to smooth out the irritation w/ some loss of TH and flavor (many use 20-30% VG)
vaping can be very drying. Dry mucous membranes can get irritated. You have to drink plenty of fluids.
And some new vapers start vaping constantly and that can be irritating.
So yes - vaping, if not done sensibly, can cause irritation and irritated lungs and sinuses may be more susceptible to to picking up diseases that are around in the air. However if done sensibly, without causing irritation, it should not cause any problems.