Sometimes when you first start your furnace after the summer, you will notice an odd smell. This smell is usually the furnace burning the dust and dirt particles that have gathered on it during the spring and summer. Though the smell can be alarming, it is not abnormal and is typically nothing to worry about.
Even though the smell cannot fully be eradicated, it can be lessened:
Keep the area around your furnace clear so that when it cannot heat up or burn items that it shouldn't.
It is important to change your furnace filter on a regular basis. If a filter is left too long, it can restrict airflow and the dirt particles may burn if it is not changed.