Assuming the smell from a gas fireplace is not the fuel itself, the odds are high that it's related to pet hair, dust, or dander.
This is especially true when the fireplace is unused for a few months, and the compartment beneath the fireplace needs to be periodically cleaned. With dogs and cats in the house and if the fireplace has been installed on the floor vs. a raised hearth, this can be a common problem, particularly in the fall.
And it should go without saying, but we will anyway: If the odor you're smelling is gas, DO NOT TURN THE FIREPLACE OR ANY SWITCHES ON. Ventilate the house immediately, shut off the gas supply, and/or go outside to call 911.
When a fireplace is newly installed, odors will likely come from the first few fires. These are solvents and high-temperature paints curing from the manufacturing process. The fix to this scenario is to have those initial burns done during moderate weather when a couple of windows can be opened to effectively clear the room.