If there's a burning smell it will be coming from the motor.
The air that passes through the machine is used to cool the motor but to protect it the air passes through a filter first.
It may be that your filter is missing or blocked
It may be that your filter has never been cleaned
It may be that the motor has been badly damaged by dust and grit getting into it
It may be that the motor's brushes need replacing
It will not be paper unless silly things have happened.
Begin by looking for the internal filter that protects the motor - follow the air flow - the filter will be after the dust collection area and before the motor area.
Good luck
T A Edison, September 2014