DIAGNOSIS This is usually dust burning off the internal heating elements of the motor or electronics, or a strong odor from a new filter. A true electrical burning smell is different and serious.
FIX For a new unit or after a deep clean, run it on the highest fan speed in a well-ventilated room for 2-3 hours. This 'bakes off' any accumulated dust or manufacturing residues on components that get warm. The smell should dissipate completely.
IF THAT DIDN'T WORK Inspect for a foreign object. Unplug the unit, remove the filters, and use a flashlight to look inside the fan chamber for any plastic packaging, a small toy, or debris that might have fallen in and be contacting the motor or fan blades.
HEADS UP Never use water, liquid cleaners, or isopropyl alcohol to clean the INSIDE of the unit or the electronic components. Only clean the external plastic with a damp cloth. Internal moisture can cause short circuits and create that hot electrical smell.