If you are reading this post do not despair!
The horrible burning smell coming from your new diesel car is OK.
When you stop and turn the engine off and the fan stays on and the engine seems to be super hot, the car is OK.
The above are clear signs of an active DPF regeneration and is normal for your new diesel Skoda car.
To comply with the latest emission levels diesels have to capture the large soot particles and burn them up into smaller particles which are kept in the DPF, this process is called regeneration.
A lot of regenerations take place during normal driving where the exhaust is hot enough to burn the soot in the DPF and are unnoticed and are known as passive regeneration.
When the temperature in the DPF is not hot enough for an passive regeneration, the ECU injects diesel into the DPF which burns up the soot and is known as an active regeneration. When you stop the car part way through an active regeneration, often the car smells like it's burning and the engine fan will stay on to cool the car.
Mods could you please edit this thread (if needed) and make it a sticky or just delete, thanks