Only smell you'll ever get is when you open the load door to wipe down the glass, and that's minor. Unplug the stove when you take out the ash pan and you'll minimize any fly ash. It will stink a little the first time you light the stove, too, if it's new.
I burn Blaschak bag coal, and it's pretty wet, so there is zero coal dust floating around. I have to dust a little more often from the little bit of fly ash that escapes, but again, it's really minor.
Overall, you'd never know there was a coal burning appliance in our home. It just sits there, hums quietly, and pours out the heat.