Can exhaust get into the cabin?
 

I was wondering if exhaust can get into the cabin and how could I tell? My car has no exhaust leaks.
The heat smells funny when I turn the heat on. Im not losing any coolant.
Ive only had this car for 1 month. I knew a guy that died in his touring bus while sleeping bc exhaust got in some how and everytime I get a new car I kinda freak out.

heat vents air from outside... if the exhaust is being blown by the outside air towards the front of the car, then the exhaust will enter the cabin. Cars in forward motion are immune to this because the exhaust can't reach the front of the car (except from cars in front of you - and then it's usually diluted enough that there's no major concerns). The heat may also smell funny due to a very small leak in the heater core that may not show a distinct drop in fluid levels for some time. This will however make it smell like coolant. You need to identify what the smell is. Check under the seats for old food/candy and pull up the back seat to check for odd things. Check the trunk for anything that may be leaking (bottles of stuff, etc.) and see if there is water collecting in the trunk. I had this issue on my 88 and had to seal up the fuel door seams.

This isnt a coolant smell at all. Just smells musty if that makes any sense. I dont know how to explain it. It just doesnt smell like exhaust would smell or smell like coolant.
The car has sat for about a year before I purchased it. I have notice that turning on the heat will cause a little strain on the engine kind of like how an engine acts when you kick on the a/c. Seems weird to me b/c I have never had a engine respond from turning on the heat.

it's probably the carpets. there's probably condensation collected under them and some mold in them. A very thorough steam cleaning may solve it. This will require removing the seats to be able to get at the carpet under them. Check the trunk first though. Pull the carpet up in the bottom of the trunk and see if there's standing water or dampness in there. There may be a leak into the trunk (like I mentioned earlier) or there may be a small leak as mentioned in this thread