This is normal, and the smell is most likely caused by cosmoline burning off. That can be used on various parts, including exhaust components, heat shields, and, most commonly, brake rotors. As these components are subjected to ambient heat or friction, the cosmoline will burn off. It does smell bad. Most new cars will experience this, at least over the first few hundred miles.
Certainly not the "new car smell" I remember as a kid when visiting the local dealer showroom with my dad on a Saturday afternoon!
Certainly not the "new car smell" I remember as a kid when visiting the local dealer showroom with my dad on a Saturday afternoon!