From what I've read about vapes, Fan O, there's usually some industrial lubricant or a thin layer of oil or some other factory coating that has to burn off the heating element and sometimes other surfaces the first few times you use it. Even a light layer of dust can give off an odor like that. Keep heating up the vape a few times more and see if the odor continues. If it does, maybe there'll be a toll-free customer service number you can call somewhere in the instructions.