The LP heater will give off an oily smell and maybe some smoke for the first five minutes or so. The oil is from the manufacturing process. If your camper is closed up, it may set off the smoke alarm.
If possible, run the furnace to burn the oil off with the door and windows open while you are at home. We didn't know to do that and set off the smoke alarm at 6 AM (which was before daylight) on a Sunday morning in a campground.
Also, remember that the furnace uses a lot of propane. When camping with hookups, I use and elec heater. It works great on my 30ft 5er. Has an auto shut off if tips over and a thermostat to keep it at the right temp...Just a thought..