No worries. The PFL used to smell really strong for the first thousand miles, somebody said it was all the plastics in the engine bay.. loved the smell, but smelt wrong haha. Can always tell when mine has been driven a little harder by smell, nothing to worry about just get out there and enjoy it! Make sure you leave it idle for a couple of minutes if you go from giving it a kicking to a stop in an instant, turbo needs time to cool. Mine is left idling for 20 seconds or so after every drive.
If a little bit of oil has been spilt on the engine during a top up, it will smell when hot and will take a while to burn off.
Do you mean brand new, or used car which your the new owner... I only noticed this smell within the first few hundred miles with a brand new car, but can't say I have noticed it for a while, 3k miles in.