It is quite normal for a sandwich maker to emit smoke when you use it for the first time. Also, sometimes, when the food or the sandwich that you place inside the maker is smaller, the device plates get in contact with each other and this may result in the rise of smoke. But one always has to be cautious. Check with the wiring if the smoke is coming from the internal circuitry of the device. If there is too much smoke coming out of the device, turn it off, unplug it from the socket and call up an electrician or the customer care. Refrain from using the device until a professional technician takes a look at it.