Olfactory hallucinations could also appear where one sneezes or smells something burning; like toast, when nothing is actually cooking near. This can be in the context of a stroke and other neurological events. But this is not a typical or consistent sign of stroke. The commonest presenting symptoms of a stroke include sudden numbness or weakness, on the one hand and confussion, difficulty in speaking , vision problems dizziness loss order to balance. In case you develop any of the mentioned symptoms or are worried that it might be stroke, taking immediate treatment from a neurologist becomes crucial. In such situations, quick treatment is vital.

As of now, there is no proof or evidence, which claims it is true. Although there is a medical term for this called Phantosmia (an olfactory hallucination). 

There is no particular smell you need to worry about. Stroke can affect any part of your brain. It is possible that your sense of smell is affected.