There is nothing normal about what you have described. You should have returned the set immediately if it is causing health issues for your family.
Friday morning a 52" Sony Bravia LCD TV (KDL 52XBR4) was delivered to our home. Upon opening the box and pulling the plastic cover off the set a strong pungent acrid smell came off the set and filled the living room. Prior to ever having plugged it in. This smell is similar, although not identical to a burnt transformer smell.
That day and night we left the set on, and windows open in the living room. Since it's March and we live in Minnesota it's cold! It went down to 25 degrees F, and the furnace constantly cycled. Saturday the smell was no better. We left the set on and windows open. Sunday, the smell was, perhaps, slightly weaker, hard to tell actually. We moved the set to a small room in the basement, opened the window and turned a fan on blowing out the window to suck the smell out. This helps.
The glands in my wife's throat actually started swelling. That stopped within an hour of placing the set in the basement.
I called Sony Friday afternoon. They gave me the number of tech reps in the area. The first available appointment is Wednesday.
I'm curious if this odor is toxic, and if it has health implications.
If this is a burn in issue, then perhaps sony should consider creating a burn in step prior to shipping. In the future I will seriously hesitate prior to purchasing Sony. I would have gone for the Samsung model if I had known about this issue in advance. That said, the picture is everything CNET said it was.