Aerosols have an indirect and direct effect on the climate. One direct effect would be how they reduce the amount of solar radiation that reaches the surface. This may offset global warming effects also. Another direct effect of aerosols would be volcanic eruptions that cover the sky in aerosols. Without aerosols we wouldn't have clouds because it is very hard for a cloud start forming when there are no small particles in the air for water droplets to form. This is how aerosols change the properties of clouds for an indirect effect on the climate.