I have a G35 couple with about 3500 miles on it and after driving, get a strong burning smell off my brakes. Did not have that smell for the first 3000 miles. Could they be going already?

 

Which brakes do you have?

 

I don't have the brembo brakes (just have regular disc brakes).

 

You're going to get some smell off the brakes especially after spirited driving.
I take it that you have an automatic coupe? otherwise it may be the clutch you can smell.

Safest thing to do is have the brakes inspected at the dealer to make sure none are binding.