I agree with Frank, that your furnace is probably burning off the residual oil left on from manufacture. Best to start it at home if possible, open the windows and let it run for awhile. If this doesn't do the trick, I suggest having it checked out for any leaks.
I have one of these plugged into an outlet in the camper at all times. You will be able to tell at a glance it the park is low on power.
Line Voltage Meter - $12.09
I also carry one of these to check that the park has things wired correctly. I plug this in at the post before connecting my camper.
ELECTRICAL RECEPTACLE TESTER AC OUTLET PLUG 3 PRONG GND - Amazon.com
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