I am getting a burning smell when I first start the car that lasts for a little while and I am thinking it may be a coolant or oil leak. No CEL and coolant/oil temp guages all read normal. I was thinking it might be my blower motor since I was having issues with it before, but setting the climate control to recirc got rid of the smell.

My question is how can i check for a coolant or oil leak. No puddles of fluid under the car.

 

If it's an oil leak, it could be a valve cover gasket problem. Have you noticed oil consumption on your car? I've been having to top my oil off more than I should and have noticed the oil smell as well, and I can see a little oil residue from leakage at the valve covers. I got new valve cover gaskets from ECS Tuning for $50 and will be changing them shortly - others have had the same situation on their cars (at least on the 2.8 30v, like I have) and it's been cured by valve cover gaskets.

 

I don't really notice an oil smell but will investigate that. Mine is a 2.8 also. When I had my belts/water pump replaced at 80k, the mechanic said it looked like they may be leaking a little. My car was under warranty at the time so I brought it in to the dealership and they said they found everything to be within audi specifications. I have always had to put about a quart or less of oil in around every 5k since I've owned the car.

 

the burning smell is the question so what does it smell of OIL/ELECTRICAL/COOLANT they are distinctive in the smell/taste

 

it smells electrical to me. Only happens when you first start it and lasts for a little while. Doesn't happen when the engine is warm.