Are you using an oil furnace? If so, then you are likely to depict oily and smoky smells once the furnace is on.
It is even more pronounced in summer or heating seasons when most of the oil is slowly dissipating.
When you realize that the atmosphere in your house is oily and smoky, you need to check the furnace or such possibilities. A good furnace should not release such fumes, but it becomes inevitable when the oil filter has an issue. Ideally, you should not feel the smell of oil inside your house. For the oil smell that results when switching on the furnace, the chances are that you are dealing with an issue of clogged filters. Changing the filter is one of the easiest ways to solve this problem. If it persists after the filter change, consider working with an HVAC professional who is familiar with the entire process. For smoky smells, several things could be happening. One of the most common ones is the fact that you may be dealing with an overheated motor, wiring, or fan. Usually, excess insulation may result in overheating, which could trigger a smoky smell. Due to the excess heat, the fan, wiring, and motor may burn and produce the smoky smell that you perceive inside the house. In the case of the motor, the smoky smell results from overheating that occurs, which affects the lubricant used in the motor. In case the smell becomes unbearable, switch off the system and call in the relevant experts to come and check out the issue extensively.