What is the burning smell from the heater?

What is the burning smell when I turn on my heat for the first time?

There are many chemical substances in our air, particularly indoor air. When the heat is activated for the first time or the “first time in a long time” some of these chemical compounds along with dust particles have found their way to the indoor coil and heat element. As they are vaporized, burn off, they give a momentary burning smell which should subside within a few minutes. This phenomenon is also found when a “burner” on an electric stove is not used for some time and when activated releases an aroma. There is considerably greater “mass” with an air conditioning coil and supplemental heater than the burn on an electric range, therefore this effect takes greater time to diminish.