Yes,the smell will be like a calor gas smell.Once the fire is lit it is burning off paint impurites in the air.This smell will eventually return to normal.It will be more noticeable when a relative or neighbour comes into your house when the fire is lit.Always make sure you get the fire serviced from time to time but ringing Transco in this case could well end up getting the fire disconnected as they will not carry out flue checks and the instance you mention fumes you will be cut off.
Tony S
February 2009