Check all of your electrical sockets. Also place your hand on the wall over where the power cables run into the sockets. (I've had a cable suddenly get really hot, even though there was nothing plugged into the socket).
Then check all of your electrical appliances, including things such as mobile phone chargers that you might have left plugged in.
However it might simply be that something outside has caused the problem. I once spent ages trying to track down the cause of a burning smell in my house. I eventually found that it was coming from a power tool being used by someone in their garden five doors down the street!