surfcaster

Have a new problem with 99 tahoe. Turned the heater on about 1 month ago and noticed a bad oder, like burning leaves, coming out of the vents. Checked and found nothing unusual. Yesterday the check engine light came on, car ran fine [no loss of power or anything like that]. Looked underhood today for loose wires and the like, found nothing. The Tahoe only has 60000 miles on it and has been babied its whole life with no major defects. Read somewhere that the O2 sensors can go @about 40000 could this be the problem or should I look elsewhere? Any help would beappreciated very much. thank you.