Oil changed 800 miles ago now some sort of burning
 

Okay so I have a 99 Audi A6 with 186k miles on it, I got an oil change about 800 miles ago, the car has been sitting for the past 3-4 weeks now. I just went to turn it on and just let it run, then drove about a mile. When I got back to my house I noticed a burning smell...It looks like it is coming from either the engine or the coolant, top right section under the hood...when I opened the oil cap, more smoke had came out.. I'm sure it is oil, possibly coolant...Could this be caused by the car sitting for awhile, or the wrong type of oil?

I doubt that it is oil related. Can you be more specific as to where it is burning from? BTW, Audi V6s from this generation are notorious for oil leaks. Valve covers, cam seals, crank seal, cam chain tensioner gaskets... They all leak eventually. You should feel lucky that you are only noticing oil leak after 185K miles.