Jillybeans,

I don't think the odor is normal. CFL bulbs have a built-in electronic ballast (in the base). I've heard that the ballast can put out a strange (musty) odor when it's going bad. I realize that your bulb is new but it's possible that you could have gotten a faulty one. I'd take it back and get a different bulb. Click the link below to read about a ballast failure in a CFL bulb.

Art

Here is a link that might be useful: Ballast Failure

Check out this video: http://www.youtube.com/watch?v=bubJX-m_HSs

It shows the insides of a CFL and what goes bad and causes odors.

Here is a link that might be useful: CFL Odor Video Link

Ouch!

Been reading up on CFL bulbs. Hopefully nothing like that will happen.

The odor has died down a bit. Might have been manufacturing chemicals burning off. But after read more into these bulbs and watching videos, kinda makes me paranoid.