Hi jshawaii,
Most mattresses will have some initial smell that can vary based on the materials in the mattress and some people can also be more sensitive to certain smells than others but if the materials have a reliable safety certification (see post #2 here) then any initial smell wouldn’t be harmful or a safety issue and it will generally dissipate to levels that aren’t noticeable for most people within a few days or in some cases over the first few weeks.
The smell of a material isn’t an indication of whether it is harmful or not because some harmful VOC’s have no smell at all and some VOC’s that are completely safe can sometimes have a stronger smell (such as some natural rubber, natural wool, or even a rose).
There are some suggestions in post #3 here that may be helpful and I would make sure that you remove all the sheets and bedding when you aren’t sleeping on it so that it can air out more quickly until the smell has gone away.
If you purchased a major brand mattress and you have the option to return or exchange it and make a better quality/value choice at a reasonable cost then it would certainly make sense regardless of any initial smell.
The major brands such as Sealy/Stearns & Foster, Simmons, and Serta all tend to use lower quality and less durable materials in their mattresses than most of their smaller competitors that will tend to soften or break down prematurely relative to the price you pay which is why I would generally suggest avoiding all of them completely (and the major retailers that focus on them as well) regardless of how they may feel in a showroom along with avoiding any mattress where you aren’t able to find out the type and quality/durability of the materials inside it (see the guidelines here along with post #3 here and post #12 here and post #404 here).
You’re right that your options in your area are more limited than many other areas of the country but subject to first confirming that any retailer or manufacturer on the list that you wish to visit is completely transparent (see this article) and to making sure that any mattress you are considering meets your criteria and the quality/value guidelines here … the better options or possibilities I’m aware of in the Hawaiian islands are listed in post #269 here. There are also some topics that include some discussions and feedback with various forum members in Hawaii here and here and here and here and here and here that may also be helpful.
When you are in an area of the country where your options are much more limited it may also be worth considering an online choice and the mattress shopping tutorial includes several links to lists of many of the better online options I’m aware of (in the optional online step) that include many different types and categories of mattresses (see this article) that use different materials and components in a wide range of designs, budgets, firmness levels, and with different return/exchange policies that may also be well worth including in your research.
Phoenix