While it is generally called denatured alcohol, it is properly called methylated spirits. It is ethanol mixed with 10-15% methanol. The addition of methanol makes it non-drinkable, and poisonous. In many countries, a blue dye is added to let everyone know that it can't be used for drinking. It is fine to use as a cleaning solvent on knives.
Trivia -
Denatured alcohol was created to allow industrial use of it as a solvent without having to pay the tax on ethanol to the ATF. Ethanol was a "spirit" and all spirits were taxed.
In some parts of the world, drinking methylated spirits is called "Riding the Blue Train". ( because of the blue dye)
In the old days in the USA, pure ethanol ( 200 proof grain alcohol) was used in hospitals as a sterilizing agent. There were these little bottles of it that held a thermometer at every bedside. Drunks would sneak in the hospital and go from room to room drinking the alcohol out of the bottles. The hospitals switched to denatured alcohol ... and then they were treating lots of poisoned drunks. They had to add a blue dye so people would know it wasn't drinkable. They sometimes added camphor to make it smell and taste bad, too.
Around 1900, a mixture of gelatin, methanol, and ethanol was marketed as "canned heat". It was a clear gel that burned slowly ( and nearly invisibly) to cook over or heat food in buffet tables. It was first a waste product from making nitrocellulose. It was then used by a candle company experimenting to find a candle that didn't make soot. What they found was a good heat source, but a bad light source. The next company to take up this stuff was a chaffing dish company - S. Sternau & Co. - thus the name sterno. It was nothing much in sales until WW1 came along. Sternau Co. made a small metal box stove that collapsed, and canned the fuel in small tins. They called then device the Sterno-Inferno. It was sold as the perfect gift to give a soldier going overseas to fight the war. In the tradition of many great invention ( like sticky note, WD40, and super glue) they created a demand for a new product - Sterno. You could buy it at the grocery store in six packs. After the war, campers and hunters took it to the woods, and every home had it for emergencies when the power was out. During the depression, when alcohol was banned, drunks used to get the Sterno and squeeze it through a cloth and drink the alcohol to get high, and many went blind from methanol poisoning. They took to putting fruit in a sock with sterno, and squeezing it through the sock. It diluted the alcohol enough to allow a serious drunk to get a buzz without going blind. They called the mix "sock wine".