This started last year when it got cold outside and the heater kicked in. It seems like some sort of burn smell (plastic/grease) I called d the dealer and they told me it is normal - car is new and it will go away. Second winter now - it seems somewhat fainter but still there. Did anyone experience this - should I take the car in?

 

Same as a house furnace after a season of A/C. It will disappear after use.

 

It doesn't fade at all in time. It is strong when the heater is at max and less pungent when fan at low speed and heater at lower setting.

 

Then if the drain was clogged, that might be the reason. The dealer can fix that for you. It's possible in any car but not that likely.