I don't know, but that's what my house smells like right now, and I'm a little concerned...anyway, I would suggest cleaning out your air conditioning/heating vents, or turning the heat down. The smell may be from your heating system overheating and melting the plastic of the vents..or just from dust or other crap in there.
Possible heater coil.
If it is smoke the heater fan motor has failedORElectronics in the heater have failed ORif it smells like anti freeze rather than smoke the heater core has failed.
it could be the anode rod in the water heater, it also smells like sulpher!
bad heater core
When you turn on the heater for the first time, it smells because it's the accumulation of the dust from the spring and summer. it's fine just turn it on for about 15 min with the windows open and it'll disappear in no time :)
Possible that the ac compressor is locking up.
If the heater has a sweet smell it could be that the heater core is leaking engine coolant. When the leak gets worse you will have a wet floor on the passenger side and the windshield will fog up when you turn on the defroster.
The smoke is actually antifreeze mixed with air. The most common cause of this is a leaky heater core.
Wear Perfume That Smells like fish....TURN ON.:D
The wax on the candle can turn in a gas
well personally i like to turn the lights off and play some slow music
Meat.