The silver stuff in an Etch A Sketch is the metal aluminum, ground so finely that it sticks to everything.
This is true even if it manages to escape the insides of the Etch A Sketch. This powder inside the toy is peppered with little plastic beads that keep it from clumping.
The window of an Etch A Sketch is made of glass, but it’s painted with a plastic coating to strengthen it, and to keep it from shattering if it breaks.