An additive called ethyl mercaptan is added to propane to give it the odor most people recognize. It is added so people can smell gas and determine if there is a gas leak.
Naturally, propane is odorless and tasteless. It was first discovered in 1910 and it didn't take long for inventors to figure out a way to bottle it. The first commercial marketer of propane was American Gasol Company. Through the years, the gas has been refined, and used for everything from cooking to explosive devices.
Propane is thicker and denser than air. Therefore, in the event of a leak, it sinks down into enclosed areas, increasing the risk of explosion. Leaks need to be contained as soon as possible and the addition of an odorant helps people detect a leak and, hopefully, put a stop to it.