Off gassing
Oil heaters are known to release a pretty strong chemical scent when they are ran brand new.
The smell a oil heater releases could be considered dangerous since it is burning off chemicals.
But it is not out of the ordinary for new appliances to have off gassing for the first few uses.
The best policy is to turn it on high and set it somewhere where the off gassing does not effect you. Til it has dissipated.
Other aggravations
Oil Heater Clicking Sound
Not what you would call it danger unless we’re talking about being dangerous to your sanity,
But there is an issue with oil heaters making a clicking sound while they heat up and expand.
Judging by the amount of people who complain about this issue on Amazon, it’s worth mentioning.
The clicking sound is a noise that sounds like crackling when you first turn the heater on and the oil is heating up.
After the oil has heated up and the heater is at a stationary temperature, the crackling sound will go away.