Why does my heating smell when I first turn it on?

A burning dust smell is normal when you first turn on the heat after months of inactivity. Dust that settled on heat exchangers and burners burns off within a few hours. If the smell persists beyond the first day, it could indicate an electrical issue, a gas leak, a cracked heat exchanger, or mold on the evaporator coil. A musty smell may mean mold in the ductwork. If you smell gas, evacuate and call your utility company immediately.