It is normal for an electric heater to smell burnt when you first turn it on after it has not been used for awhile.
When an electric heater sits unused for awhile it can accumulate dust and when you turn the electric heater on the heater can emit a burning smell due to the dust being burnt off.
This is normal and should go away within 10 minutes to 30 minutes or so but if not then it could be a sign that the electric heater is bad and needs repaired or replaced.
Even a brand new electric heater may smell burnt for a bit when first turned on due to protective oils and paint during the manufacturing process.
But the electric heater should not keep smelling burnt for too long or it's a sign that there's a problem which could result in a fire.
The burnt smell of the electric heater when just due to dust or the newness should fade away after a couple of minutes to a few hours and if not it could be a more serious issue.
A burning electrical smell is a more serious issue and can indicate overheating, damaged wiring or other electrical problems.
If you continue smelling burnt electrical smells it the heater should be turned off and unplugged or power cut off to it.
My electric baseboard heaters will emit a dust burning smell at the start of the season when I turn them on for heating as there can be dust that I cannot fully get out but it eventually burns off.