A burning smell at the first cold front is usually dust, but not always
The first time the heat runs in November, many Houston-area houses smell like burnt dust. That is usually months of settled dust cooking off the heat exchanger or the electric strips, and it fades within minutes. A smell that stays, a smell of hot plastic, or any whiff of gas is different: shut the system off and call us.
Our heating season is short and mild, so furnaces sit idle most of the year and wake up with whatever the summer did to them. Igniters crack, flame sensors film over with carbon, and a blower motor that ran all summer for the air conditioner can quit on the first cold night. Cold rooms, a furnace that starts and shuts down, or an igniter that clicks without lighting are the usual symptoms.