Yeah, my Viewsonic CRT had a burning smell for a few days when it was new. I was concerned enough to call the company and ask about it, and they said it was "normal" and that it should dissipate in a few days. It did, and all has been fine since.
Give it a few days. :thumbsup:
BTW, I have no idea if the smell was from ozone, as has been speculated in this thread, but I do know that ozone is an irritant and not good to breathe. Most copy machines (except ink jets) have high voltage corona wires that produce ozone, and most of such machines have actual carbon filters called (appropriately enough) ozone filters to absorb the ozone so that we humans (and animals) don't breathe it. It can irritate lung and nasal tissue and actually cause headaches if someone is exposed to enough it. Ozone filters need to be replaced at regular intervals, but techs almost never do it 'cuz they're too lazy.
CRTs don't have corona wires, so I don't know what inside would be producing ozone.

Not saying they don't -- just saying this is just the first I've heard that theory. I spent more than 6 years as a copier tech in a previous career, and I've smelled a lot of ozone (in small doses), and the smell I noticed with my new CRT was nothing like that. Ozone smells more 'chemically,' whereas my CRT just smelled like something was burning inside.
Very different.