If you want to be safe you could have the technician at the dealer check it out, but most likely it is stuff burning off the engine. If it doesn't go away after running the engine for a while (maybe 1 hour of run time?), it could be a leak of some kind, but usually you get some bad smells from engines when running them the first time, or after a prolonged period. You might notice it if you don't use the engine for the next 6 weeks and run it again for a bit.
An issue with hybrids is they don't get warm enough all the time to burn crud off, so the charge mode will likely load the engine more and cause it to burn stuff off. That smell should go away when everything has burned off.
