Denatured alcohol is ethanol that contains additives making it unfit for consumption. The purpose for additives is to circumvent sin taxes applied to alcohol and keep the price realistic. The most common additive is methanol, which chemically is very similar to ethanol but is extremely harmful to consume, but it is by no means the only additive. Some uses of denatured alcohol include using it for cleaning, burning in small stoves, and thinning shellac. Most of the time it is a real crap shoot as to what additives are in denatured alcohol, because of that it is recommended to use methanol for applications such as stoves.
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