General Maintenance & Repairs - Burning smell coming from engine?

Just bought a new Camaro SS from a guy. Took the car for a test drive everything checked out its great. So I took the car out this weekend and was driving it and when I got to where I was going I smelled this what seemed to be like a burning smell coming from the engine. My question is does anyone know what it light be. The guy said that he did change the header gaskets...do these happen to have a smell to them when new until they break in? Though I would bounce some ideas off you guys.

Really could be so many things. First thing I'd do is jack up the car and check underneath the engine everywhere and look for fluid. Then check all my fluid levels as well.

Take her out for a good drive and get her hot.

Park it and put a clean piece of cardboard underneath,that should let you know what your dealing with.