This is caused by the Zeolite dessicant material and is NOT a sign that the dehumidifer is faulty NOR is it harmful to humans or pets.
The smell have been described as a burning/sour smell. It is normal and will not last long.
For new units, leave your unit running on "Turbo" in the garage or an open space for a few days. This should help reduce the smell.
For more information on the smell, kindly refer to the user manual provided.