First off, are they synthetic hair or human hair?
Synthetic hair tends to have a mild smell sometimes when it is sealed. I’ve never had it smell funny on my head, but it has the potential to have a very very mild smell that should fade.
Human hair extensions, in my experience, are a crapshoot. I once bought the horror story of horrendous human hair extensions! They smelled like rotten wood and nail polish remover and when they got wet the smell REEKED and filled the room! It was awful. I had to throw them away because the smell was so powerful and WOULD NOT FADE no matter how much I soaked and washed them (and they weren’t even on my head!). It was way gross.
Now, in most cases, it is NOT that bad. Human hair will have a moderate to mild smell that will fade with washing. The smell is funny for the first few weeks (especially when wet), and then it just kind of fades away. Some human hair extensions don’t smell at all.
So, in most cases- the answer is be patient and use a shampoo that has a lovely and powerful smell. Perhaps something by dove or herbal essences!
It should pass in a month or so.
I hope this helps you.