Gunpowder consists of Sulfur, charcoal, and potassium nitrate. In its raw form doesn’t really have much of a smell.
It is when there is combustion within the gunpowder that there is a smell. Sulfur is probably the strongest odor and when burnt it will give off a slight smell of rotten eggs. It also has a metallic copper smell as well. The odor can also stay around for some time as during combustion the gunpowder residue will land on your hands making them smell as well.