Gas fires can be complicated items, however if you know how they work then they are actually quite simple. There are many signs which can indicate an issue, the major one is smell, as you can't really see gas!
In the UK most gas pipelines have a 'odor' injected to make them easier to notice. If you fire is giving off a smell the first thing that is suggested is you switch off all gas supplies and open the windows. This is purely cautionary to make sure if there is a fault with the fire or flue that CO is not going to cause a death. All sounding very scary now isn't it.
Every gas (and even electric) fire will smell during the first few hours of combustion, this is because the flame burn other chemicals which are situated on the internal parts of the burner. Just the small bit of heat on the frame will also evaporate the oils that are used to lubricate the metals as they're being cut. This is normal and nothing to worry about, its like the smell you have on a new carpet or clothes.