Are ice cubes bad for me. I eat them everyday. Do they cause pneumonia?

Nope. Ice cubes aren't bad for you other than chomping on them can hurt your teeth. They can't give you pneumonia. Germs cause pneumonia.
Ice cube eating. Ice cubes are just solidified water. They're safe, and I'm not aware of them causing pneumonia.
May be symptom. The ice cubes themselves do not cause pneumonia. They can injure the teeth. The compulsive eating of ice can itself be a symptom called "pica" . It can be associated with a number of problems like iron deficiency anemia, and others so someone with this issue should discuss with their doctor.