For products made of laminated MDF and/or particleboard, off-gassing is most likely the source of any odors.
If an item is painted instead of laminated, the smell of paint could be a second possibility. During the manufacturing process, once items are painted, they are typically placed in an "oven" to speed up the drying time. If parts are packaged before they have fully dried, this could trap unpleasant paint odors within the box. Procedures are in place to ensure that this does not happen, but should you be greeted by a strong odor upon unboxing, try these steps to help dissipate odors.