+1 clean it well.
I use Windex on mine when I use them. Anything, including dust, will make them stink as it burns off slowly.
I used to use them every winter in the cheapo apartments. I'd only heat the room I was in and turn the rest of the apartment to ~60-65
They do smell a little the first few times you use them, but it shouldn't be nauseating.
BTW they take about 30-45 minutes to reach temp. I'd run mine at about 50% of the first setting, one heating element. After an hour they are very hot.
Please mind that I wouldn't leave my room for hours at a time and this was a small bedroom for a small apartment.
Anything more than that, maxxed out of the 1st setting, or even the 2nd setting (2 heating elements), it gets VERY hot and kind of scary after about an hour.
These are not kid friendly.
I've seen one of these units pop a new 20 amp breaker by itself on full blast number "3" setting which is all the heating elements on high, so be careful.