Was the dryer used for the first time?

It is normal for a new gas or electric dryer to emit a semi-burning or oily smell. Try running the dryer, without any clothes, for about 15 minutes. 

Is the dryer located in an area where paint, stain, or varnish was recently used?

Ventilate the area where the dryer is located if it has recently been painted, stained, or varnished.

When odors or fumes are gone from the area, rewash and dry the load. The odor is on the load because the dryer pulls in surrounding room air to dry the load. To avoid this, do not run the dryer while painting, varnishing or refinishing near the dryer.

CLICK HERE for more information on how to clean the dryer drum.

Were damp clothes left in washer or dryer?

A wet load left in the washer or dryer for a long time will begin to grow mildew, which can result in odors. Rewash and dry the load to remove the odors. Promptly remove loads from the washer at the end of the wash cycle to avoid odors.

Use the Fan Fresh option (on some washer models) to keep your clean clothes fresh and free from odors for up to ten hours. This feature circulates air in the washer after the cycle ends, allowing you to wash now and dry later.