Hello @MelleV and welcome to the Glowforge Community! I’m sorry to hear your first prints caused you some concern.
When your Glowforge and Compact Filter are properly set up, you may have some harmless odor during printing which will rapidly dissipate. You may also smell something when you open the Glowforge lid after a print is complete. This is not harmful.
However, if you notice a strong, unpleasant or irritating odor when printing, or see smoke, shut off your Glowforge unit immediately. Smoke and fumes could be entering the room in excessive concentrations.
We’ve created a troubleshooting guide with illustrations. You can see it here: Smoke or Fumes During Print.
I see that you’ve already received great advice from our community members. Thank you all!
As already mentioned, materials like Draftboard, MDF, and plywood can cause your filter cartridge to fill up rather quickly. Since it sounds like you have the option, I would highly recommend venting out of a window when printing on those types of materials. Just make sure you change the exhaust setting in the Glowforge App to match whichever method you are using.
If you still feel as though you are seeing more smoke than usual on your next print, then I’d like to take a look at your exhaust configuration.
Please send photos of the following:
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The exhaust fan from the inside of the unit. To capture this photo:
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Turn your Glowforge off
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Open the lid
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Using both hands, gently pull the printer arm towards you as shown below:
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Move your phone or camera inside the Glowforge on the left-hand side, past the metal rail, pointed away from you towards the exhaust hose, to capture a photo like the one below:
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A photo of where your exhaust hose attaches to the Glowforge, where your exhaust hose exits the room, and the path your exhaust hose takes from your Glowforge to the exterior vent or Compact Filter
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The exhaust connection on the back of your Glowforge, with the exhaust hose removed:

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Any area where you see smoke escaping from your Glowforge while printing
Please let me know if you have any questions. Thank you!