Circa 1948-50, the first thing I did with my Gilbert chemistry sets was light the powdered magnesium. Second choice was the sulfur. After that, it got boring.
In the 1950's, I had a collection of antique cameras and accessories. That included some neat old flash powder (magnesium powder) devices, but I never lit one of those because they were rare antiques. I also had some number 31 flash bulbs that had a long duration flash for use with 4 x 5 Speed Graphic focal plane shutters and similar cameras. They had a lot of metal in their oversize glass bulbs, but I don't know if it was magnesium.