DIAGNOSIS That's leftover cleaning fumes or residue that didn't fully vent. The self-clean cycle pyrolyzes (burns off) grease at extremely high temps, and if there was a lot of spillage or you didn't wipe out big chunks first, it can leave a lingering acrid smell. It's not necessarily harmful, but it'll ruin your food's taste.
FIX Run a regular bake cycle at 350°F for an hour with the oven empty and the kitchen well-ventilated (open a window, turn on the hood fan). This will help burn off any remaining residues. After that, let it cool and wipe the interior with a damp cloth. You might need to repeat it.
IF THAT DIDN'T WORK Check the oven vent at the back of the cooktop (where the oven vents into the room). Grease and debris can get trapped there during cleaning. Remove the cooktop (carefully, after unplugging) and clean that area.
HEADS UP Always remove oven racks and any large, loose debris before a self-clean cycle. The racks can discolor and the debris will smoke and smell. specifically says to take the racks out.