how long ago did you get it serviced? your supply vents might be dirty and musty, and its releasing oders as those vents gets hot, and disaapears when it reaches centain temps.
and if not the supply vents check the exhaust vents or flue, make sure its clear of any combustibles close to it, should be away 6" or more. and no cracks, breakage or holes it in. if none time to check the inside and service it. i suggest a professional.
is there a damper? what kind of damper do you have in it? motorized or mechanical? that might be broken, if so youre smelling carbon monoxide, very deadly!
seen some vents that are exhausting to the attic, or the flue has no rain cap, improper flue slopes and a handfull more.
i think service is around $50...........