Smoke evaporates from the hair or from the appliance when I use styling products.
You have put styling products in your hair (e.g. mousse, spray or gel).
=> This is normal if you use styling products. Never put any styling products in your hair that are not suitable for the high temperature of a styler. Do not use things like gel or wax. Substances you can use are e.g. curl activation spray and heat protection spray. Read the labels of the hair-styling products to make sure they are suitable for use at high temperatures.