Everytime I step on my car and brake i get a burn smell. I think is came from the front brakes. Has this happen to anybody

 

"Step on my car and brake"? Are your brakes making any unusual sounds or is there any visible signs brake wear? You need to get those checked. They're probably overheating.

 

Caliper frozen up perhaps? Move info if you have any cause a burn smell is tough to translate into text.
Driving down a straight smooth road , let go of the wheel is it pulling in one direction (assumption tires and alignment are good) ?

 

Did you spray anything on the wheels or brakes lately?
Like degreaser, lubricant, cleaner and etc.?