Don't worry about it. All laser printers get very hot inside because they heat seal the toner on to the paper. The fumes can come from the paper itself, from the polymer additives in the toner or from the silicone oil that is sometimes used in certain laser printers.
Often there is a smell of ozone (an "electric" sort of smell) particularly when printing many sheets. This is from the electrostatic discharges in the printer that are used in the image forming process on the drum prior to the application of toner.
As with most electrical appliances, especially ones that get hot, laser printers should not be left unattened while operating.