When you buy a brand new yoga ball, it is most likely that it will have a strong plastic smell.
Pretty much all have the same, no matter the brand, price or quality.
What to do in this case?
After about 1-2 weeks, the smell will disappear by itself, there is no need to wash it or spray it with anything. Just keep it outside or in another room that you don’t use.
Certainly do not sleep in the same room with the brand new ball, as it will impact the air. It is not dangerous most likely but definitely not pleasant.