When winter rolls around, you may detect a strange smell after your radiator is warmed up for the season. Often, this smell is just a temporary phenomenon. You should pay attention to it, however, if it persists. If the smell doesn't go away in short order, you will need to figure out what is causing it.
If you haven't cleaned your radiator for a while, dust builds up all over it. When this happens and the heat is suddenly turned on, it is likely that you'll smell a faint dusty-burning smell. Similar smells come from lamps when you turn them on when dusty and the dust heats up on the surface of the light bulb. This smell should go away after the radiator heats up a few times, or after you clean it off.
New paint on radiators will almost certainly produce a gas the first time you heat it up and may cause odors. Even paint on the wall immediately around the radiator may smell when heated, especially if it is not completely cured. Even after paint has dried to the touch, it may still be in a state that reacts to radiator heat.
Some very unusual smells may come off of a radiator that has mold growing on it or on the floor or carpeting around the unit. The exact smell may differ depending on what type of mold is growing. This is a more common problem in locations that suffer from dampness and moisture problems, such as around the radiators in a basement. Keep the area clean and apply a mildewcide if you suspect mold to be the cause of the odors.
A leak in your radiator system can also cause smells in the room. The exact type of smell that emerges depends on what type of radiator system is present and what chemicals are used in the boiler system. If you suspect a radiator leak is causing odors in your home, contact your building manager or a plumber immediately to examine your system.