Smoke evaporates from the hair or from the appliance during use.
You are using the appliance at a temperature setting that is too high for your hair type.
=> Always use the appliance at a temperature setting that is suitable for your hair type. See chapter 'Using the appliance' in the user manual.
In some climates and surroundings, the air contains more moisture than in others. The heat of the straightener/curler causes moisture that is naturally present in the surrounding air to evaporate.
=> This is normal and harmless. Make sure you use a temperature setting that is suitable for your hair type.