Smoke is entering the room from the appliance
If burning wood, make sure it is well seasoned with moisture content well below 20%. This usually requires the wood to be seasoned for 2-3 years. Trying to burn ‘green wood’ is like trying to burn water!
Ensure you are not closing the air controls before the fire is established.
Check for blockage in chimney (consult your chimney sweep if necessary).
If problems persist, arrange for your dealer or professional chimney specialist to report on the suitability of your chimney.