Diagnosis
A brief, mild odor during the first use of the season is usually just dust burning off the heating element. Dust settles inside over the summer, and when the ceramic element heats up, it cooks that dust off. It should fade within 10-15 minutes.
How to Fix It
To minimize this, do a 'burn-off' outside or in a well-ventilated garage. 1) Take the heater outside. 2) Plug it in and run it on High heat for 15-20 minutes. This allows any accumulated dust to burn away without filling your house with the smell. 3) After that, let it cool, bring it back in, and the smell should be gone for the season.
If That Didn't Work
If the smell is strong, sharp, and continuous, or if you see smoke, stop using it immediately. Unplug it. This could indicate a foreign object (like a plastic bag fragment) stuck inside or a wiring issue. You'd need to inspect the interior for debris or melted components.
Heads Up
Never ignore a persistent electrical burning smell (acrid, like burnt wires) as opposed to a dusty smell. The initial dust burn-off is normal, but a smell that doesn't clear up after a short period or returns every time you use it points to a problem that needs inspection. Always keep the area around the heater clear of any objects that could get drawn in.