When you turn on your central heating system in your house, you expect a warm blast of air to enter through the vents and bring your home to a comfortable temperature. If the warm air is accompanied by a foul odor, you'll likely be reluctant to keep it turned on. While shutting it down completely may stop the problem temporarily, you should diagnose the cause of the smell so that it doesn't interfere with the heating of your house again.
Turn on your heating system and let it run for a few minutes if the smell is a mild burning smell if this is the first time the heat has been turned on this season. Over the warmer months when the heat is not in use, the dust from your home can settle in the vents and around the heating elements or combustion chamber in your furnace. When the heat is turned on for the first time since this dust accumulation, it will often result in a burning smell from the burning off of the dust. It will go away momentarily and should not return during regular use.
Change the filter on your furnace's air intake. These filters are inexpensive and you can replace them yourself. A dirty filter can cause a musty smell or lead to overheating and a burning smell as well as a fire hazard. Flip the clip that holds the filter in place and pull the dirty filter out. Place a new one into the slot where the old filter was and replace the clamps. Be sure you install the filter with the proper side facing outward. There is generally an arrow indicating which way the filter should be installed.
Inspect sewer lines for leaks to see if methane gas from the sewer is leaking into the air intake. If you smell sewer gas when the heat is on, you may have a gas leak near the air intake or near ductwork that is allowing fumes into the ducts, which are then circulated throughout the house. A professional should repair a sewer line leak immediately.
Inspect all the ducts connected to your heating system so make sure there are no gaps. Any odor that drifts into the duct system will lead to odor all through the house as the blower pushes the smell out through the vents. Usually this is the result of gaps in the ducts caused by rust or other damage.
Schedule a thorough cleaning of your duct system. Sometimes rodents or other vermin can make their way into the ducts and die. The smell of the decaying animals will drift into the home through the vents when the heat is running. Mold can also grow in vents causing a musty smell to circulate through the home. Professional duct cleaning services can eliminate these smells.