>>>should I be worried?
Well, given that carbon monoxide poisoning is frequently fatal, the answer is probably 'Yes'!
I had a very close call with a gas fire in a bedsit (with a blocked flue) many years ago. As I learnt, one of the symptoms of a blocked flue is inefficient burning of the gas, resulting in the formation of sooty particles. If you're experiencing a 'sooty' smell you might have a similar problem.
Don't take chances. GET IT CHECKED!
Chris