Any kind of finish is going to off-gas, however it usually dissipates fairly quickly. If you find it bothersome, then let it air out in your garage or basement for a few days before bringing into your bedroom. Otherwise, if ordering from a store, ask them to unbox it and leave it out of the packing for a week before delivery.

Shellac is one of the most benign finishes out there, it has very little odor and is an organic material combined with alcohol. It's a more involved finish to do correctly though and shellac has no water resistance.

Don't order unfinished furniture, it expands and contracts in odd ways during shipment, new furniture should always have a sealer on the wood even if its just a single coat of clear shellac.

I've never seen an Amish shop that works in shellac shellac however - only real woodworkers do <wink>