When our furnace comes on we get the smell of oil in the house.?

listen to pete, one season i waited too late to make our service appt. and had to wait well into the start of the heating season to have it cleaned. before the appt. date it clogged and we needed an emergency cleaning because the tubes had clogged and backpressure was pushing fumes into the house, which can be deadly. my oil man said to get it cleaned at the end of the season for a longer life, the acids in the soot won't eat at your furnace all summer, and summer humidity encourages that. the co detector is an absolute, every home needs at least one! another time we had a nozzle go bad, within a month or two of service, and it caused an oily smell, so it could be a simple repair, not too expensive. good luck, don't delay getting it checked out.