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I know exactly what you are talking about. But to me it smells more like the smell of burning dust on a space heater the first time you turn it after it's been idle for a while. Mine is getting much less smelly after two and a half weeks and others have said it goes away after a while.
Anyone with baseboard electric heat in their homes will recognize this smell when you first start using them at the beginning of the heating season. This pretty much confirms Tesla is using resistive heating elements in the heating system.
I noticed this type of smell the 2nd day I had the car--when the temperature dropped and the heater came on. Freaked me out at first--except no warning lights came on and everything stayed operational. I'm suspecting it is the heater but will continue to monitor it. I have to take the car in for vibration from the air conditioner and I've added this to the order to be checked out.