Kind of bizarre, but to answer your question:
Toilet Paper is mostly cellulose. You have enzymes to digest starch, which is very similar to cellulose, but not enzymes to digest cellulose. It's basically "fiber".
The really "greasy" feeling toilet paper usually has aloe. Aloe is not meant to be taken internally, but the amount in a piece of toilet paper is not likely to hurt you.
Basic toilet paper will have small amounts of PEG (polyethylene glycol) to increase absorbency. They will almost certainly add a small amount of one of various flavors of ethoxylated fatty triglyceride esters. Probably ethoxylated castor oil. These are used as softeners - the triglyceride part is like the natural oils in your skin, so it makes things feel more "natural". The ethoxylated part is basically the same as PEG - it makes the stuff water soluble. The ethoxylated ester may be added in part as a softener, but in general anytime you find high speed mechanical processing of cellulose you will find ethoxylated fatty esters being added as lubricants and processing aids.
This stuff may sound scary but it's not. Both PEG and ethoxylated fatty esters are not harmful when consumed in small amounts and also used in virtually every pill formulation in existence, and the vitamin you are taling itself is almost sure to contain lots more of both than a little wad of TP.
So no it should not be anything to worry about.
Except TP is like swallowing chewing gum - it stays in your stomach seven years. :D (j/k)