First time running furnace - smoke alarm

Planning on heading camping this weekend, and the weather will be cool enough that we will need to run the furnace. We bought our trailer over the summer, so we’ve never turned it on before. Went out this evening to make sure it was working properly, and within a couple minutes, the smoke alarm started going off. Didn’t really notice any smoke in the air, but the furnace was definitely blowing hot. Turned the furnace off. Aired out the camper, then tried again. Same result...smoke alarm went off after a couple of minutes. Is this normal when burning off the newness of the furnace?