Your furnace may produce a bad odor, especially when you first turn it on for the year. In most cases, the odor is just normal mustiness from dust and it will go away quickly. Common odors include:
Musty or mildew smells. This usually isn't a cause for concern and you can solve the problem yourself.
Burning oil or smoke. In some cases, burning oil smells are brief and no cause for concern. A smoky smell or persistent oil odor may indicate a clogged chimney or other problem that requires a prompt professional repair.
Burning plastic or an "electrical" smell. Sometimes, this smell is caused by debris in the registers, but it may also indicate a problem in the furnace. Unless you are sure the problem is at the registers, call in a repair person to make sure the furnace is in safe working order.
Tip #1: Change the Filters
Dirty filters can make a musty smell or oily odor worse. All furnaces have at least one filter. Changing it before you turn on the furnace for the first time can alleviate much of the musty odor. Oil furnaces also have an oil filter. You end up with the burning oil smell when it becomes clogged, so it's important to change this out in the fall.
Tip #2: Open a Window
Not all musty odors are caused by dirty filters. Regular dust buildup on the heating elements or in the ductwork can also lead to a smelly furnace, but it's usually short lived. Open a window and turn on a fan before running the furnace for the first time each fall. It usually takes only one heating cycle to clear out the dust-induced mustiness, and then you can shut your home back up to retain the warmth.
Tip #3: Check for Spills
If you smell burning oil and you changed the filter, start by turning off the furnace immediately. Check the area around the furnace for oil spills, which could be heating up and causing the smell. A healthy covering of kitty litter will absorb the oil, and then you can simply sweep it up.
Tip #4: Inspect the Registers
The smell of burning plastic can indicate a major furnace issue and safety concern, or it could be as simple as a toy or other object dropped into a heat register. You will need to turn off the furnace until you are sure. Inspect all the registers with a flashlight and remove any foreign objects. If the smell persists, turn off the furnace until a technician can inspect it.
Scheduling regular annual maintenance each fall before you turn on the furnace can minimize unwanted odors and ensure that your furnace is in safe running condition. In most cases, furnace odors aren't anything to be concerned about, but it's better to be safe rather than sorry and have heating repair done.