If your unit has spent most of it's life in the south west, then perhaps the furnace is virtually unused.
Most of them really stink when you first light them, so I suggest lighting it, letting it run for 45 minutes or so, then shutting it off, waiting 5 minutes and restarting it.
It might be fine after it's been run.
If not, I'd suggest getting a pro to look it over. This is one appliance that CAN kill you - so having it fixed right is definitely worth the money.
Today is a gift, that's why they call it the present.