Basic wall heater problems: If your baseboard heater or wall heater won't turn on or shut off when the room temperature changes or when the thermostat knob is adjusted, it or the thermostat likely needs repair.
A burning smell may indicate dust and debris around the heat
fins of the baseboard heater or malfunctioning controls on the wall heater. Baseboard heater fins often become encrusted with dust and debris if the heater hasn't been used recently.
-- Tips courtesy of HomeAdvisor.com