HASWA (Health & Saftey at Work Act) Insurance and Officialdom. the use of Paraffin in the Home can bring you into conflict 
Basically what you do in your own Home is your business, but once a third party becomes inolved, Repair & maintainance operatives and Social Services, (carers) then the HASWA rules come into play, 
Emergency Services, and Insurance Assessors will only see a Flame and Flamable Material, invoking prohibition notices, some Landlords will not allow Fitted Gas Cookers or Fires on their property because of the perceived risk (Flame + Person)
Paraffin appliances were all designed for use in the enviroment of yesterday.
The Technolgy is almost 100 years old, it still works perfectly and will continue to do so probably for another 100 years or more ( Fuel supplies permitting).
Heaters and Lamps were sold for use in the Home, but the homes of yesterday were draughty and un-insulated, a far cry from todays' hermeticaly sealed domocile.
Please be aware that like you, a lit Paraffin Lamp or Heater needs to Oxygen to burn and in doing so will produce Carbon Dioxide, with adequate ventilation created by the normal opening and closing of doors this should not be a problem.
Good maintainance, use of the correct Fuel and proper Flame management will give a good safe Burn.
Failure to use any of the above can produce Carbon Monoxide,
A clean Flame, White for Lamps and Blue for Heaters is a good flame
If you have any doubts, PUT IT OUT

Ring Me 0115 9302561 during working hours for advice on usage and safety
SMELL
One of the many reasons a Paraffin Lamp or Heater smells is the belief that you can light and leave, sorry no.
Most of the smell is produced when lighting, it's best to light outside. A lamp needs to attain its working temperature ( approx 15-30 mins, varies with lamp) Remember you are using old Technology, many of the old Houses had Lamp rooms or Sculleries for this purpose. Lit Lamps produce heat and will change the ambient temperature of the room the flame needs to be checked on a regular basis.
Heaters contain a lot of Metal which has to warm up

Wick too high! smoke and smell is produced, the flame should be a clear white without orange in its crown.
The presence of contaminants such as Citronella or perfumed additives will cause a dirty burn and so will old fuel

Please don't blame the Fuel or the Appliance it's probably you that's at fault

PARAFFIN LAMPS and OIL LAMPS, (yes there is a difference) see technology page

OIL LAMPS have been around since the just after Fire was discovered, anything that will hold a flammable liquid plus something to soak it up, Bark, Soft Wood, dried Moss or Animal Hair

PARAFFIN LAMPS Came into being in the 1800s once a means of extracting Paraffin from Shale Coal was Patented in 1850.

PRESSURE LAMPS Vaporise the Fuel, Tilly, Colemans, Solar, Primus, Vapalux & Bi-Aladdin lamps ETC
are for use outdoors or in large spaces, burn Standard Paraffin but also need to attain working temperature

PETROL LAMPS, Yes there were such things, but remember that the Octane rating of Victorian Petrol would be far lower than today, these Lamps will burn Paraffin or Lamp Oil just as efficiently and will be a lot safer doing so.

MAINTENANCE
TIPS FOR SAFE USE
Lamp oil is odour free and a very high grade Fuel and is a must if the user doesn't like the smell of Paraffin.
Odour free Paraffin. suitable for indoor use, I suggest Caldo Extra, it's odour free and has a higher flash point (70 deg C) than standard Paraffin.
Standard Paraffin Usually used outdoors and in Greenhouses, can be used indoors if the slight smell is not an issue.
Be very careful of the Generic term 'Kerosene' this also covers Heating Oil which is not suitable for Paraffin Heaters
Paraffin and fuels are poison wash off all spills immediately, discard contaminated clothing and materials in a responsible manner
Never fill an appliance when lit or hot, some appliances have tanks that can be removed when lit, watch out for drips onto hot surfaces. Do not fill tanks indoors. Do not overfill a tank -, Paraffin will expand in volume when the appliance is lit, allow for this.
Do not fill over porous surfaces, Paraffin burns best when soaked into something. Keep your Paraffin in a marked and shatter proof container out of the reach of children.Always place your lamp or heater on a firm secure surface where it cannot be knocked over.

Never leave a lit Lamp or Heater unattended If it smokes, put it out, smoke contains carbon monoxide, ITS DEADLY
Burn off" a new mantle outdoors the fumes from new mantles are very toxic even in small quantities Always use the correct wick, cotton weave or fibre glass, and trim off hard black build up using good sharp scissors.
Paraffin tends to separate over time, the volatiles go to the top and start to evaporate, the water goes to the bottom and is soaked up by the wick, this means that the Appliance will burn for a short time on what little volatile is left and then go out.
When putting your lamp or heater into storage, empty all fuel, remove the wick, many lamps and heaters are badly damaged because the wick "freezes" in the winder or the metalwork rusts because of the water in the wick.
Wicks can be recovered by cutting off the black Char and drying out in the Sun, if pushed a short burst in the Microwave.
Never us use Petrol in a Paraffin lamp, some modern lamps are sold as dual fuel, make sure you know what the fuels are, it may be enhanced paraffin not petrol
Some Veteran central draught Petrol Lamps do use Petrol. Do not confuse with the French 'Petrole' meaning Paraffin or Kerosene