The smell comes from the freshly manufactured foam and lasts a few weeks.
It does not contain any toxins, and it's completely safe to inhale. 
If it's simply annoying to you, here are a few tips to get rid of it sooner:
Wash the sheets frequently
Use an Ozonator to quickly get rid of the smell
Increase the air circulation and ventilation in your room
Put vinegar on a dish and keep it in your room, and the smell will soon be absorbed.