In short, Connecticut fireworks laws are strict. Here is what the law says as it relates to "Fireworks" in Connecticut (From the Office of Legislative Research):

Except for certain sparklers and fountains, which anyone age 16 or older may sell, buy, use, or possess, and toy pistols, toy guns, and toy pistol caps manufactured in accordance with federal regulations, all consumer fireworks are illegal in Connecticut unless being used under a permit or otherwise specifically authorized by law. The prohibited fireworks include: 

1. toy pistols, toy cannons, toy canes, or toy guns in which explosives are used; 2. balloons propelled by fire; 3. firecrackers, torpedoes, skyrockets, Roman candles, or Daygo bombs; 4. fireworks containing an explosive or flammable compound; and 5. tablets or other devices containing any explosive substance (CGS § 29356(1)).

Basically, if you want to be a law abiding citizen in the State of Connecticut, just don't think about, breathe near or mention fireworks. No one cares about or wants sparklers, no one.

If you break the Connecticut Fireworks Law(s) and are caught, what could happen? (From the Office of Legislative Research):

A violation of the above provisions is a class C misdemeanor, except that a display permit violation or the illegal sale of fireworks valued at more than $10,000 is a class A misdemeanor punishable by imprisonment for up to one year, a fine of up to $2,000, or both. If a display permit violation results in death or injury, it is a class C felony punishable by imprisonment for up to 10 years, a fine of up to $10,000, or both (CGS § 29-357(d)). 

I'm an old dog, so I don't care anymore. I'm not going to run around breaking the law to blow stuff up but what about the youth of Connecticut? My explosives days are behind me, I had my fun times and made it out the other side with all my digits.

What about that twelve year old kid that's been illegally stockpiling his favorite fireworks in the shed, with a cache of lighters, empty bottles and metal pipes? What do we tell him? "Sorry cherub, Connecticut is boring. Wait until you get older, you will want to move out for different, more important reasons."

All things considered it's probably for the best. No one needs to drink three Schlitz, two shots of bourbon, your first pull of cheeb for the year and then start Chrysanthemum into your neighbor's living room.