Vaping headache

I just got my Pax 2 and it has such a horrible burnt popcorn smell and taste, and then I get really bad headaches. Should I have cleaned the thing before first using it? Am I inhaling some sort of solvent or lubricant from the manufacturing process?

At this point, there's not much use in using it because it irritates my lungs and throat far worse than just firing up a bowl, and I'm left with a headache, every time. Is this usual? What's up?