Pellets out of the bag ---- that's a good one!

Two places these stoves push air: one to heat the home and the other to burn the pellets.

First place stove takes air is to heat the home air to make you warm. The stove takes air from underneath near the house floor, runs it around the baffles behind the firebox to heat it up, and pushes it out the vents at front top of the stove and back to the house. So, if you had plastic on the floor, and it was light enough to be sucked into the intake, it could end up heated in the air passage somewhere, smelling and the air pushed to the house would be smelly. Don't think there are any filters in this system to stop stuff. Probably best just to burn this out but you are at a pretty low heat even at full blast so could take a bit.

Second place stove takes air is TO the firebox to make the fire and out the chimney. This air usually comes in to a vent in the stove back which can be extended to the house or outside (if you are sexy!). Might pick up some plastic this way right into the firebox. Or you could have somehow left some plastic behind when you opened the door to tend the fire box OR, most likely, you left some plastic in the pellets when you loaded up. Or if you have little ones, putting stuff in the hopper might be a good call. So this plastic follows the pellet feed, hits the fire box and you smell plastic seeping through the door. This one should burn out pretty quickly hopefully not affecting your burn. And you can feel lucky it made the box rather than get hung up partway on it's journey.

Third place is did you leave some plastic somewhere on the stove. Probably doubtful or you would find that one pretty quick.

Lastly, something could have broken off but I think you would notice some other malfunction if that happened.

Bottom line: burn baby burn and chances are you will burn out the smell.