The car manual usually says to roll down the windows before turning on the a/c... but it never says why. It's a health hazard not to...especially in hot climates. The main danger is Benzene... which is found in plastics. Plastics are part of the dashboard of the car, a/c ducts, seats and other parts of the interior of the car. When heated plastics emit more Benzene. Benzene is a Carcinogen .... causes cancer. The acceptable level is up to 50 MG per square foot. A car locked up in the cool can have 8 times the amount while one locked up in our high temperatures can easily contain 40 times above acceptable levels.
By first rolling down the windows for a few minutes the Benzene filled air will exit the car and greatly reduce the levels. The smell of plastic on entering the car is a sure sign that the level is wayyyy above acceptable.
Prolonged exposure to high levels of Benzene can lead to cancer, bone poisoning, anemia, reduction in white blood cells and miscarriage.
Source: Dr. Syed Badar Husain .... renouned neurologist, Atlanta, Georgia, USA.

Quite Informative