Does anybody get a funny burning smell when you put the fan heater on full

if so any advice

Have you checked your pollen filter?

how do you check your pollen filter

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I have one in mine, but thats only because some of the roads i drive down are covered in mud (country roads) and if it lands on something that gets hot, it smells like burning.

Had the same smell in every other car I have driven that ended up covered in mud