I'm not sure if this happens to anyone else but, whenever I put in the heat bulb, it makes a smell that's lik burning plastic and or paper, but only that bulb, every other bulb is perfectly fine
If this happens when you put a brand new bulb in I would just keep a watchful eye until it goes away (which should be pretty quick). just like any new heating element sometimes weird smells come off as a break in period. If this is every time you use the bulb then yes get a new fixture/ bulb!