This is perfectly normal and is caused by a process known as off-gassing. While many find the odor of freshly unwrapped memory foam products slightly unpleasant, the good news is that it does dissipate over time and eventually goes away completely. It's usually best to allow new memory foam pillows to air in a well-ventilated room for a few hours before using. Should any lingering odors persist, try sprinkling some baking soda onto your pillow and allow it to sit for an hour or two before vacuuming it off.