It is not uncommon for the furnace to have strange smells. One of the most common smells is a burning substance, especially after a long period of disuse. Dust and dirt often accumulate on the furnace when it is not used during summer and other warmer months when heating is not a priority. In such cases, the furnace may produce some burning smell when tested for the first time after a long time. This smell may linger a few hours or even days but will eventually go away. However, it should be alarming if the burning smell persists a few weeks on. Most of the surface debris and dust will be combusted within hours, and at maximum accumulation, at least a few days should do. When the smell persists for weeks on end, there is something wrong, and it needs to be checked quickly. Usually, this smell is caused when the dust and dirt accumulated in the furnace over time burns. Typically, the scent is light and promptly dissipates since it is nothing major. If it persists, then there is a possibility that something bigger was trapped inside the furnace without your knowledge. Small pets, brooms, brushes, and sometimes knitted items find their way into the furnace when it is not in use. You should always check the reachable parts of your furnace every time before you light up the furnace. If you suspect that something is trapped inside the furnace and could be the reason for such a smell, then switch it off immediately and contact an HVAC contractor to assist you with the safe extraction of the item. Insisting on having the furnace can cause serious damage to the furnace, especially if the trapped item is plastic.