Odors and reactions to various filaments are something very personal. I have not noticed any odor or reaction to any of the common filament materials, but more than one person I know reacts to one or more of them.
Medical concern has been raised about all of them, but I don't think there is enough data to make any definitive comments. It would certainly be good practice to arrange for good ventilation, just as you would for soldering fumes, paint fumes and sanding dust.