It is normal to notice an odor because dust collects on the heat exchanger over the summer, and when you turn on the furnace, it is burning that dust off. When you run the furnace for he first time, you can open your windows to air out the odor. Carbon monoxide is odorless so you have nothing to be worried about there. It is always a good idea to use a carbon monoxide detector to ensure your safety. To be certain your furnace is running clean and safe, it’s best to schedule maintenance before the heating season kicks into full gear.