a cracked heat exchanger is very serious...

I also had a similar situation....if the heat was off for a day or so ,
there would be a funny smell for a few minutes when the heat was first
turned back on..

I did not have a cracked heat exchanger...

I think the heat exchanger may have some rust and pick up moisture if
not used for a few days. Then when the heat is turned on, the moisture
is driven out and you smell it...kinda a rust smell..

if it is that, it is not serious...

but it can be hard to tell which case it is...

a CO detector is a good idea anyway...

Mark