Bingo!
I also think unless the smell is "odd" like burning or very, very pungent, it is just the new product heating up and breaking in.
I remember buying our last couple of gas stoves, and turning on the ovens for the first time. We'd get a "smell" because the units were brand, spanking new.
If things don't change after running it wide open for a couple of days, call Rich at Reptile Basics or e-mail and inquire.
Unfortunately nobody here can poke their snout into your cage area and tell you if it's typical.