Hello Paul,
The first thing your should do if you ever have a concern about a heating appliance is to turn it off, and do not use it untill you have had it seen too.
I assume you are referring to a gas appliance in which case you must refer it to a gas competent fitter to have it checked out.
It is important that all caravan gas appliances are checked at least annually. Because they are not used as much as normal domestic appliances, there is a greater chance that insects may get into the burner systems and corrupt the gas and air flows needed for good combustion.
In addition, and because that gas appliance manufacturer's have to conform to regulations, some parts of the appliances have to made from materials that will corrode or rust. These parts must be check annually and changed if corrosion is present. Failure to do this can result in gas leaks.